Tangsgaard Varneskov, Rasmus Estimating the quadratic variation spectrum of noisy asset prices using generalized flat-top realized kernels. (English) Zbl 1396.62248 Econom. Theory 33, No. 6, 1457-1501 (2017). MSC: 62P05 62M15 62G07 PDFBibTeX XMLCite \textit{R. Tangsgaard Varneskov}, Econom. Theory 33, No. 6, 1457--1501 (2017; Zbl 1396.62248) Full Text: DOI
Kolasiński, Sławomir; Menne, Ulrich Decay rates for the quadratic and super-quadratic tilt-excess of integral varifolds. (English) Zbl 1377.49049 NoDEA, Nonlinear Differ. Equ. Appl. 24, No. 2, Paper No. 17, 56 p. (2017). MSC: 49Q15 28A15 35J47 35J60 PDFBibTeX XMLCite \textit{S. Kolasiński} and \textit{U. Menne}, NoDEA, Nonlinear Differ. Equ. Appl. 24, No. 2, Paper No. 17, 56 p. (2017; Zbl 1377.49049) Full Text: DOI arXiv
Cordoni, Francesco; Di Persio, Luca; Oliva, Immacolata A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps. (English) Zbl 1376.34066 NoDEA, Nonlinear Differ. Equ. Appl. 24, No. 2, Paper No. 16, 35 p. (2017). MSC: 34K50 60H07 60H10 60H30 60G51 34K30 PDFBibTeX XMLCite \textit{F. Cordoni} et al., NoDEA, Nonlinear Differ. Equ. Appl. 24, No. 2, Paper No. 16, 35 p. (2017; Zbl 1376.34066) Full Text: DOI arXiv
Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro Edgeworth expansion for the pre-averaging estimator. (English) Zbl 1381.60071 Stochastic Processes Appl. 127, No. 11, 3558-3595 (2017). MSC: 60F05 60J60 60H07 62F12 62M05 PDFBibTeX XMLCite \textit{M. Podolskij} et al., Stochastic Processes Appl. 127, No. 11, 3558--3595 (2017; Zbl 1381.60071) Full Text: DOI arXiv
Liu, Junfeng; Tang, Donglei; Cang, Yuquan Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus. (English) Zbl 1369.60023 Commun. Stat., Theory Methods 46, No. 7, 3276-3289 (2017). MSC: 60G22 60F05 60H05 60H07 60G18 62F12 PDFBibTeX XMLCite \textit{J. Liu} et al., Commun. Stat., Theory Methods 46, No. 7, 3276--3289 (2017; Zbl 1369.60023) Full Text: DOI
Bourni, T.; Tinaglia, G. Minimal surfaces and the Bernstein theorem. (English) Zbl 1371.53007 Bullett, Shaun (ed.) et al., Geometry in advanced pure mathematics. Hackensack, NJ: World Scientific (ISBN 978-1-78634-106-8/hbk; 978-1-78634-109-9/ebook). LTCC Advanced Mathematics Series 4, 167-191 (2017). MSC: 53A10 53-02 PDFBibTeX XMLCite \textit{T. Bourni} and \textit{G. Tinaglia}, LTCC Adv. Math. Ser. 4, 167--191 (2017; Zbl 1371.53007) Full Text: DOI
Ananova, Anna; Cont, Rama Pathwise integration with respect to paths of finite quadratic variation. (Intégration trajectorielle par rapport à des trajectoires de variation quadratique finie.) (English. French summary) Zbl 1365.60056 J. Math. Pures Appl. (9) 107, No. 6, 737-757 (2017). MSC: 60H05 26B15 26A42 PDFBibTeX XMLCite \textit{A. Ananova} and \textit{R. Cont}, J. Math. Pures Appl. (9) 107, No. 6, 737--757 (2017; Zbl 1365.60056) Full Text: DOI arXiv
Zakharova, Anastasia Total variation reconstruction from quadratic measurements. (English) Zbl 1375.65039 Numer. Algorithms 75, No. 1, 81-92 (2017). Reviewer: Sonia Pérez Díaz (Madrid) MSC: 65D18 65K05 94A08 PDFBibTeX XMLCite \textit{A. Zakharova}, Numer. Algorithms 75, No. 1, 81--92 (2017; Zbl 1375.65039) Full Text: DOI
Vetter, Mathias; Zwingmann, Tobias A note on central limit theorems for quadratic variation in case of endogenous observation times. (English) Zbl 1361.60019 Electron. J. Stat. 11, No. 1, 963-980 (2017). MSC: 60F05 60G51 62M09 PDFBibTeX XMLCite \textit{M. Vetter} and \textit{T. Zwingmann}, Electron. J. Stat. 11, No. 1, 963--980 (2017; Zbl 1361.60019) Full Text: DOI arXiv Euclid
Milivojević, Milica; Pavlović, Ljiljana The variation of the Randić index with regard to minimum and maximum degree. (English) Zbl 1358.05071 Discrete Appl. Math. 217, Part 2, 286-293 (2017). MSC: 05C07 05C35 90C20 90C27 PDFBibTeX XMLCite \textit{M. Milivojević} and \textit{L. Pavlović}, Discrete Appl. Math. 217, Part 2, 286--293 (2017; Zbl 1358.05071) Full Text: DOI arXiv
Grobler, Jacobus J.; Labuschagne, Coenraad C. A. The quadratic variation of continuous time stochastic processes in vector lattices. (English) Zbl 1376.60058 J. Math. Anal. Appl. 450, No. 1, 314-329 (2017). MSC: 60G17 60G44 60G40 PDFBibTeX XMLCite \textit{J. J. Grobler} and \textit{C. C. A. Labuschagne}, J. Math. Anal. Appl. 450, No. 1, 314--329 (2017; Zbl 1376.60058) Full Text: DOI
Fabbri, Giorgio; Russo, Francesco Infinite dimensional weak Dirichlet processes and convolution type processes. (English) Zbl 1353.60062 Stochastic Processes Appl. 127, No. 1, 325-357 (2017). MSC: 60H30 60H05 60H15 35R60 60G48 PDFBibTeX XMLCite \textit{G. Fabbri} and \textit{F. Russo}, Stochastic Processes Appl. 127, No. 1, 325--357 (2017; Zbl 1353.60062) Full Text: DOI arXiv
Lee, Kyungsub Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data. (English) Zbl 1507.62325 Stud. Nonlinear Dyn. Econom. 20, No. 1, 19-36 (2016). MSC: 62P05 PDFBibTeX XMLCite \textit{K. Lee}, Stud. Nonlinear Dyn. Econom. 20, No. 1, 19--36 (2016; Zbl 1507.62325) Full Text: DOI arXiv
Khazen, Ellida M. Sequential Monte Carlo methods for filtering of unobservable components of multidimensional diffusion Markov processes. (English) Zbl 1426.60045 Cogent Math. 3, Article ID 1134031, 24 p. (2016). MSC: 60G35 60J22 60J60 62M05 65C05 PDFBibTeX XMLCite \textit{E. M. Khazen}, Cogent Math. 3, Article ID 1134031, 24 p. (2016; Zbl 1426.60045) Full Text: DOI
Zhang, Xuekang; Zhang, Zhenzhong; Tong, Jinying; Dong, Mei Ergodicity of stochastic smoking model and parameter estimation. (English) Zbl 1419.37006 Adv. Difference Equ. 2016, Paper No. 274, 20 p. (2016). MSC: 37A25 37H10 PDFBibTeX XMLCite \textit{X. Zhang} et al., Adv. Difference Equ. 2016, Paper No. 274, 20 p. (2016; Zbl 1419.37006) Full Text: DOI
Vovk, V. Purely pathwise probability-free Itô integral. (English) Zbl 1373.60095 Mat. Stud. 46, No. 1, 96-110 (2016). MSC: 60H05 60G17 PDFBibTeX XMLCite \textit{V. Vovk}, Mat. Stud. 46, No. 1, 96--110 (2016; Zbl 1373.60095) Full Text: DOI arXiv
Han, Xinfang; Ma, Li On generalized Feynman-Kac transformation for Markov processes associated with semi-Dirichlet forms. (English) Zbl 1374.60147 Acta Math. Sci., Ser. B, Engl. Ed. 36, No. 6, 1683-1698 (2016). MSC: 60J55 60J35 PDFBibTeX XMLCite \textit{X. Han} and \textit{L. Ma}, Acta Math. Sci., Ser. B, Engl. Ed. 36, No. 6, 1683--1698 (2016; Zbl 1374.60147) Full Text: DOI
Wu, Yu Mao; Teng, Si Jia Frequency-independent approach to calculate physical optics radiations with the quadratic concave phase variations. (English) Zbl 1360.78008 J. Comput. Phys. 324, 44-61 (2016). MSC: 78A10 78M25 PDFBibTeX XMLCite \textit{Y. M. Wu} and \textit{S. J. Teng}, J. Comput. Phys. 324, 44--61 (2016; Zbl 1360.78008) Full Text: DOI
Hansen, Peter Reinhard; Horel, Guillaume; Lunde, Asger; Archakov, Ilya A Markov chain estimator of multivariate volatility from high frequency data. (English) Zbl 1359.62344 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 361-394 (2016). MSC: 62M05 60J22 62P05 PDFBibTeX XMLCite \textit{P. R. Hansen} et al., in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 361--394 (2016; Zbl 1359.62344) Full Text: DOI Link
Jacod, Jean; Todorov, Viktor Efficient estimation of integrated volatility in presence of infinite variation jumps with multiple activity indices. (English) Zbl 1354.60019 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 317-341 (2016). MSC: 60F05 60F17 60G51 60G07 PDFBibTeX XMLCite \textit{J. Jacod} and \textit{V. Todorov}, in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 317--341 (2016; Zbl 1354.60019) Full Text: DOI
Aazizi, Soufiane A simple proof of Berry-Esséen bounds for the quadratic variation of the subfractional Brownian motion. (English. French summary) Zbl 1376.60059 Ann. Math. Blaise Pascal 23, No. 2, 141-150 (2016). MSC: 60G22 60H07 PDFBibTeX XMLCite \textit{S. Aazizi}, Ann. Math. Blaise Pascal 23, No. 2, 141--150 (2016; Zbl 1376.60059) Full Text: DOI arXiv
Karlsson, John; Löbus, Jörg-Uwe Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion – approximation, quadratic variation, and Itô formula. (English) Zbl 1355.60105 Math. Nachr. 289, No. 17-18, 2192-2222 (2016). MSC: 60J60 60H05 60F05 60G15 PDFBibTeX XMLCite \textit{J. Karlsson} and \textit{J.-U. Löbus}, Math. Nachr. 289, No. 17--18, 2192--2222 (2016; Zbl 1355.60105) Full Text: DOI arXiv
Villamor, Enrique; Olivares, Pablo A new version of the central limit theorem. (English) Zbl 1354.60023 Afr. Diaspora J. Math. 19, No. 1, 12-20 (2016). MSC: 60F05 60J65 60H05 60G44 PDFBibTeX XMLCite \textit{E. Villamor} and \textit{P. Olivares}, Afr. Diaspora J. Math. 19, No. 1, 12--20 (2016; Zbl 1354.60023) Full Text: Euclid
Clarke, Jorge; Olivera, Christian; Tudor, Ciprian The transport equation and zero quadratic variation processes. (English) Zbl 1353.60058 Discrete Contin. Dyn. Syst., Ser. B 21, No. 9, 2991-3002 (2016). MSC: 60H15 60H07 60H05 60G22 PDFBibTeX XMLCite \textit{J. Clarke} et al., Discrete Contin. Dyn. Syst., Ser. B 21, No. 9, 2991--3002 (2016; Zbl 1353.60058) Full Text: DOI arXiv
Veraar, Mark; Yaroslavtsev, Ivan Cylindrical continuous martingales and stochastic integration in infinite dimensions. (English) Zbl 1348.60081 Electron. J. Probab. 21, Paper No. 59, 53 p. (2016). MSC: 60H05 60B11 60G44 47D06 PDFBibTeX XMLCite \textit{M. Veraar} and \textit{I. Yaroslavtsev}, Electron. J. Probab. 21, Paper No. 59, 53 p. (2016; Zbl 1348.60081) Full Text: DOI arXiv Euclid
Granelli, Andrea; Veraart, Almut E. D. Modeling the variance risk premium of equity indices: the role of dependence and contagion. (English) Zbl 1395.91510 SIAM J. Financ. Math. 7, 382-417 (2016). Reviewer: Frank Oertel (London) MSC: 91G70 60G51 60G55 60H30 62P05 91B70 91G20 PDFBibTeX XMLCite \textit{A. Granelli} and \textit{A. E. D. Veraart}, SIAM J. Financ. Math. 7, 382--417 (2016; Zbl 1395.91510) Full Text: DOI
Liu, Shiang-Tai A mathematical programming approach to sample coefficient of variation with interval-valued observations. (English) Zbl 1338.90292 Top 24, No. 1, 1-18 (2016). MSC: 90C20 90C26 90B50 PDFBibTeX XMLCite \textit{S.-T. Liu}, Top 24, No. 1, 1--18 (2016; Zbl 1338.90292) Full Text: DOI
Mishura, Yuliya; Schied, Alexander Constructing functions with prescribed pathwise quadratic variation. (English) Zbl 1343.60066 J. Math. Anal. Appl. 442, No. 1, 117-137 (2016). MSC: 60H05 60H10 60J60 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{A. Schied}, J. Math. Anal. Appl. 442, No. 1, 117--137 (2016; Zbl 1343.60066) Full Text: DOI arXiv
Aazizi, Soufiane; Es-Sebaiy, Khalifa Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion. (English) Zbl 1335.60017 Random Oper. Stoch. Equ. 24, No. 1, 1-13 (2016). MSC: 60F05 60F15 60G22 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{S. Aazizi} and \textit{K. Es-Sebaiy}, Random Oper. Stoch. Equ. 24, No. 1, 1--13 (2016; Zbl 1335.60017) Full Text: DOI arXiv
Wang, Bin; Iserles, Arieh; Wu, Xinyuan Arbitrary-order trigonometric Fourier collocation methods for multi-frequency oscillatory systems. (English) Zbl 1341.65029 Found. Comput. Math. 16, No. 1, 151-181 (2016). Reviewer: Kai Diethelm (Braunschweig) MSC: 65L60 65L05 65L20 65P10 37M15 34C10 34A34 65L06 PDFBibTeX XMLCite \textit{B. Wang} et al., Found. Comput. Math. 16, No. 1, 151--181 (2016; Zbl 1341.65029) Full Text: DOI
Schied, Alexander On a class of generalized Takagi functions with linear pathwise quadratic variation. (English) Zbl 1325.26020 J. Math. Anal. Appl. 433, No. 2, 974-990 (2016). MSC: 26A27 PDFBibTeX XMLCite \textit{A. Schied}, J. Math. Anal. Appl. 433, No. 2, 974--990 (2016; Zbl 1325.26020) Full Text: DOI arXiv
Galbraith, John W.; Zinde-Walsh, Victoria; Zhu, Jingmei GARCH model estimation using estimated quadratic variation. (English) Zbl 1491.62098 Econom. Rev. 34, No. 6-10, 1172-1192 (2015). MSC: 62M10 62P20 62P05 91B84 PDFBibTeX XMLCite \textit{J. W. Galbraith} et al., Econom. Rev. 34, No. 6--10, 1172--1192 (2015; Zbl 1491.62098) Full Text: DOI
Xiao, Weilin; Zhang, Weiguo; Zhang, Xili Parameter identification for the discretely observed geometric fractional Brownian motion. (English) Zbl 1457.62249 J. Stat. Comput. Simulation 85, No. 2, 269-283 (2015). MSC: 62M09 60G22 60H07 60H10 62F12 62P05 PDFBibTeX XMLCite \textit{W. Xiao} et al., J. Stat. Comput. Simulation 85, No. 2, 269--283 (2015; Zbl 1457.62249) Full Text: DOI
Barunik, Jozef; Vacha, Lukas Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (English) Zbl 1406.91432 Quant. Finance 15, No. 8, 1347-1364 (2015). MSC: 91G20 62P05 42C40 PDFBibTeX XMLCite \textit{J. Barunik} and \textit{L. Vacha}, Quant. Finance 15, No. 8, 1347--1364 (2015; Zbl 1406.91432) Full Text: DOI arXiv
Wang, Fangfang Spectral analysis of quadratic variation in the presence of market microstructure noise. (English) Zbl 1388.62310 Stat. Interface 8, No. 3, 305-319 (2015). MSC: 62P05 60J60 60J75 91G50 PDFBibTeX XMLCite \textit{F. Wang}, Stat. Interface 8, No. 3, 305--319 (2015; Zbl 1388.62310) Full Text: DOI
Kumari, Pato; Sharma, V. K.; Modi, Chitra Propagation of torsional waves in an inhomogeneous layer sandwiched between inhomogeneous semi-infinite strata. (English) Zbl 1374.74052 J. Eng. Math. 90, 1-11 (2015). MSC: 74J15 74H05 86A15 PDFBibTeX XMLCite \textit{P. Kumari} et al., J. Eng. Math. 90, 1--11 (2015; Zbl 1374.74052) Full Text: DOI
Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model. (English) Zbl 1352.60031 Mod. Stoch., Theory Appl. 2, No. 1, 29-49 (2015). MSC: 60F05 62F12 60G22 60J65 60H07 60G15 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., Mod. Stoch., Theory Appl. 2, No. 1, 29--49 (2015; Zbl 1352.60031) Full Text: DOI arXiv
Mohammadi, Reza; Alavi, Ameneh Sadat Quadratic spline solution of calculus of variation problems. (English) Zbl 1355.65083 TWMS J. Appl. Eng. Math. 5, No. 2, 276-285 (2015). MSC: 65K10 49J15 65L10 65L12 34B15 PDFBibTeX XMLCite \textit{R. Mohammadi} and \textit{A. S. Alavi}, TWMS J. Appl. Eng. Math. 5, No. 2, 276--285 (2015; Zbl 1355.65083)
Tsai, Yun-Cheng; Lyuu, Yuh-Dauh Faster convergence to the estimation of quadratic variation with microstructure noise. (English) Zbl 1342.62166 Commun. Stat., Theory Methods 44, No. 13, 2827-2841 (2015). MSC: 62P05 62M09 60H30 91G70 PDFBibTeX XMLCite \textit{Y.-C. Tsai} and \textit{Y.-D. Lyuu}, Commun. Stat., Theory Methods 44, No. 13, 2827--2841 (2015; Zbl 1342.62166) Full Text: DOI
Bian, Wei; Chen, Xiaojun Linearly constrained non-Lipschitz optimization for image restoration. (English) Zbl 1327.90299 SIAM J. Imaging Sci. 8, No. 4, 2294-2322 (2015). MSC: 90C30 90C26 65K05 49M37 PDFBibTeX XMLCite \textit{W. Bian} and \textit{X. Chen}, SIAM J. Imaging Sci. 8, No. 4, 2294--2322 (2015; Zbl 1327.90299) Full Text: DOI
Loh, Wei-Liem Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations. (English) Zbl 1327.62482 Ann. Stat. 43, No. 6, 2766-2794 (2015). MSC: 62M30 62M40 PDFBibTeX XMLCite \textit{W.-L. Loh}, Ann. Stat. 43, No. 6, 2766--2794 (2015; Zbl 1327.62482) Full Text: DOI arXiv Euclid
Vovk, Vladimir Itô calculus without probability in idealized financial markets. (English) Zbl 1328.60097 Lith. Math. J. 55, No. 2, 270-290 (2015). MSC: 60G17 60H05 60G44 91G80 PDFBibTeX XMLCite \textit{V. Vovk}, Lith. Math. J. 55, No. 2, 270--290 (2015; Zbl 1328.60097) Full Text: DOI arXiv
Atici, Ferhan M.; Biles, Daniel C. Further developement of stochastic calculus on time scales. (English) Zbl 1326.60102 Panam. Math. J. 25, No. 2, 13-24 (2015). MSC: 60H99 60H05 60J65 26E70 PDFBibTeX XMLCite \textit{F. M. Atici} and \textit{D. C. Biles}, Panam. Math. J. 25, No. 2, 13--24 (2015; Zbl 1326.60102)
Newton, Nigel J. Information geometric nonlinear filtering. (English) Zbl 1317.93253 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 18, No. 2, Article ID 1550014, 24 p. (2015). MSC: 93E11 94A17 62F15 60J25 60J60 60G35 82C31 PDFBibTeX XMLCite \textit{N. J. Newton}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 18, No. 2, Article ID 1550014, 24 p. (2015; Zbl 1317.93253) Full Text: DOI arXiv
Maller, Ross A.; Mason, David M. Matrix normalized convergence of a Lévy process to normality at zero. (English) Zbl 1316.60068 Stochastic Processes Appl. 125, No. 6, 2353-2382 (2015). MSC: 60G51 PDFBibTeX XMLCite \textit{R. A. Maller} and \textit{D. M. Mason}, Stochastic Processes Appl. 125, No. 6, 2353--2382 (2015; Zbl 1316.60068) Full Text: DOI
Buchmann, Boris; Maller, Ross A.; Mason, David M. Laws of the iterated logarithm for self-normalised Lévy processes at zero. (English) Zbl 1309.60024 Trans. Am. Math. Soc. 367, No. 3, 1737-1770 (2015). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F15 60G51 60F10 60G44 PDFBibTeX XMLCite \textit{B. Buchmann} et al., Trans. Am. Math. Soc. 367, No. 3, 1737--1770 (2015; Zbl 1309.60024) Full Text: DOI
Wang, Fangfang Optimal design of Fourier estimator in the presence of microstructure noise. (English) Zbl 1506.62185 Comput. Stat. Data Anal. 76, 708-722 (2014). MSC: 62-08 62P05 62M15 PDFBibTeX XMLCite \textit{F. Wang}, Comput. Stat. Data Anal. 76, 708--722 (2014; Zbl 1506.62185) Full Text: DOI
Fitzsimmons, Patrick J. Gross’ Brownian motion fails to satisfy the polarity principle. (English) Zbl 1389.60094 Rev. Roum. Math. Pures Appl. 59, No. 1, 87-91 (2014). MSC: 60J45 60G51 31C45 60J65 PDFBibTeX XMLCite \textit{P. J. Fitzsimmons}, Rev. Roum. Math. Pures Appl. 59, No. 1, 87--91 (2014; Zbl 1389.60094)
Grobler, Jacobus J.; Labuschagne, Coenraad C. A.; Marraffa, Valeria Quadratic variation of martingales in Riesz spaces. (English) Zbl 1307.60047 J. Math. Anal. Appl. 410, No. 1, 418-426 (2014). MSC: 60G48 60G42 46A40 PDFBibTeX XMLCite \textit{J. J. Grobler} et al., J. Math. Anal. Appl. 410, No. 1, 418--426 (2014; Zbl 1307.60047) Full Text: DOI
Karandikar, Rajeeva L.; Rao, B. V. On quadratic variation of martingales. (English) Zbl 1308.60050 Proc. Indian Acad. Sci., Math. Sci. 124, No. 3, 457-469 (2014). MSC: 60G44 60G17 60H05 PDFBibTeX XMLCite \textit{R. L. Karandikar} and \textit{B. V. Rao}, Proc. Indian Acad. Sci., Math. Sci. 124, No. 3, 457--469 (2014; Zbl 1308.60050) Full Text: DOI
Dahmer, Iulia; Knobloch, Robert; Wakolbinger, Anton The Kingman tree length process has infinite quadratic variation. (English) Zbl 1327.60184 Electron. Commun. Probab. 19, Paper No. 87, 12 p. (2014). MSC: 60K35 60J80 60G17 92D25 PDFBibTeX XMLCite \textit{I. Dahmer} et al., Electron. Commun. Probab. 19, Paper No. 87, 12 p. (2014; Zbl 1327.60184) Full Text: DOI arXiv
Griessler, Claus; Keller-Ressel, Martin Convex order of discrete, continuous, and predictable quadratic variation and applications to options on variance. (English) Zbl 1308.91163 SIAM J. Financ. Math. 5, 1-19 (2014). MSC: 91G20 60E15 60G48 60G51 PDFBibTeX XMLCite \textit{C. Griessler} and \textit{M. Keller-Ressel}, SIAM J. Financ. Math. 5, 1--19 (2014; Zbl 1308.91163) Full Text: DOI arXiv
Eskin, Alex; Kontsevich, Maxim; Zorich, Anton Sum of Lyapunov exponents of the Hodge bundle with respect to the Teichmüller geodesic flow. (English) Zbl 1305.32007 Publ. Math., Inst. Hautes Étud. Sci. 120, 207-333 (2014). Reviewer: Jayadev Athreya (Urbana) MSC: 32G15 30F60 32G20 37D25 14D07 PDFBibTeX XMLCite \textit{A. Eskin} et al., Publ. Math., Inst. Hautes Étud. Sci. 120, 207--333 (2014; Zbl 1305.32007) Full Text: DOI arXiv
Grivaux, Julien; Hubert, Pascal Loci in strata of meromorphic quadratic differentials with fully degenerate Lyapunov spectrum. (English) Zbl 1302.30056 J. Mod. Dyn. 8, No. 1, 61-73 (2014). MSC: 30F60 32G15 32G20 37H15 PDFBibTeX XMLCite \textit{J. Grivaux} and \textit{P. Hubert}, J. Mod. Dyn. 8, No. 1, 61--73 (2014; Zbl 1302.30056) Full Text: DOI arXiv
Torres, Soledad; Tudor, Ciprian A.; Viens, Frederi G. Quadratic variations for the fractional-colored stochastic heat equation. (English) Zbl 1314.60132 Electron. J. Probab. 19, Paper No. 76, 51 p. (2014). MSC: 60H15 60H05 60H07 60G15 60G18 60G22 60F05 PDFBibTeX XMLCite \textit{S. Torres} et al., Electron. J. Probab. 19, Paper No. 76, 51 p. (2014; Zbl 1314.60132) Full Text: DOI
Zając, Tomasz On monotonic and nonnegative solutions of a nonlinear Volterra-Stieltjes integral equation. (English) Zbl 1297.45013 J. Funct. Spaces 2014, Article ID 601824, 5 p. (2014). MSC: 45M20 45G10 47H08 45D05 26A33 PDFBibTeX XMLCite \textit{T. Zając}, J. Funct. Spaces 2014, Article ID 601824, 5 p. (2014; Zbl 1297.45013) Full Text: DOI
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders. (English) Zbl 1333.60072 Stochastic Processes Appl. 124, No. 7, 2517-2541 (2014). MSC: 60G18 60G22 60F05 60H05 PDFBibTeX XMLCite \textit{M. Clausel} et al., Stochastic Processes Appl. 124, No. 7, 2517--2541 (2014; Zbl 1333.60072) Full Text: DOI arXiv
Jacod, Jean; Todorov, Viktor Efficient estimation of integrated volatility in presence of infinite variation jumps. (English) Zbl 1305.62146 Ann. Stat. 42, No. 3, 1029-1069 (2014). MSC: 62G05 60F05 60F17 60G51 60J60 PDFBibTeX XMLCite \textit{J. Jacod} and \textit{V. Todorov}, Ann. Stat. 42, No. 3, 1029--1069 (2014; Zbl 1305.62146) Full Text: DOI arXiv Euclid
Bartoszek, Krzysztof Quantifying the effects of anagenetic and cladogenetic evolution. (English) Zbl 1323.92136 Math. Biosci. 254, 42-57 (2014). MSC: 92D15 PDFBibTeX XMLCite \textit{K. Bartoszek}, Math. Biosci. 254, 42--57 (2014; Zbl 1323.92136) Full Text: DOI arXiv
Zając, Tomasz Solvability of fractional integral equations on an unbounded interval through the theory of Volterra-Stieltjes integral equations. (English) Zbl 1292.45006 Z. Anal. Anwend. 33, No. 1, 65-85 (2014). Reviewer: Alexander N. Tynda (Penza) MSC: 45G10 47H08 45D05 45M05 45M10 PDFBibTeX XMLCite \textit{T. Zając}, Z. Anal. Anwend. 33, No. 1, 65--85 (2014; Zbl 1292.45006) Full Text: DOI
Di Girolami, Cristina; Fabbri, Giorgio; Russo, Francesco The covariation for Banach space valued processes and applications. (English) Zbl 1455.60073 Metrika 77, No. 1, 51-104 (2014). MSC: 60H05 60H15 60H07 60B11 60G22 60H30 PDFBibTeX XMLCite \textit{C. Di Girolami} et al., Metrika 77, No. 1, 51--104 (2014; Zbl 1455.60073) Full Text: DOI arXiv
Tse, S. T.; Forsyth, P. A.; Kennedy, J. S.; Windcliff, H. Comparison between the mean-variance optimal and the mean-quadratic-variation optimal trading strategies. (English) Zbl 1396.91705 Appl. Math. Finance 20, No. 5-6, 415-449 (2013). MSC: 91G10 93E20 91G60 65M99 PDFBibTeX XMLCite \textit{S. T. Tse} et al., Appl. Math. Finance 20, No. 5--6, 415--449 (2013; Zbl 1396.91705) Full Text: DOI
Jing, Bingyi; Kong, Xinbing; Liu, Zhi; Zhang, Bo Evaluating the hedging error in price processes with jumps present. (English) Zbl 1326.91025 Stat. Interface 6, No. 4, 413-425 (2013). MSC: 91G20 60G44 62M09 62M10 60G42 62G20 91B84 62P05 62P20 PDFBibTeX XMLCite \textit{B. Jing} et al., Stat. Interface 6, No. 4, 413--425 (2013; Zbl 1326.91025) Full Text: DOI
Clements, D. L. An antiplane crack between bonded dissimilar functionally graded isotropic elastic materials. (English) Zbl 1291.74161 Q. J. Mech. Appl. Math. 66, No. 3, 333-349 (2013). MSC: 74R10 74B05 74E05 74G70 PDFBibTeX XMLCite \textit{D. L. Clements}, Q. J. Mech. Appl. Math. 66, No. 3, 333--349 (2013; Zbl 1291.74161) Full Text: DOI
Xu, Maochao; Mao, Tiantian Optimal capital allocation based on the tail mean-variance model. (English) Zbl 1290.91152 Insur. Math. Econ. 53, No. 3, 533-543 (2013). MSC: 91G10 91B30 62P05 62G30 60G70 PDFBibTeX XMLCite \textit{M. Xu} and \textit{T. Mao}, Insur. Math. Econ. 53, No. 3, 533--543 (2013; Zbl 1290.91152) Full Text: DOI
Edoli, Enrico; Tasinato, Davide; Vargiolu, Tiziano Calibration of a multifactor model for the forward markets of several commodities. (English) Zbl 1287.91139 Optimization 62, No. 11, 1553-1574 (2013). Reviewer: Răzvan Răducanu (Iaşi) MSC: 91G20 60H30 62P05 62H20 62M05 PDFBibTeX XMLCite \textit{E. Edoli} et al., Optimization 62, No. 11, 1553--1574 (2013; Zbl 1287.91139) Full Text: DOI
Walsh, Alexander Stochastic integration with respect to additive functionals of zero quadratic variation. (English) Zbl 1286.60049 Bernoulli 19, No. 5B, 2414-2436 (2013). Reviewer: Ruhollah Jahanipur (Kashan) MSC: 60H05 60J55 60G44 PDFBibTeX XMLCite \textit{A. Walsh}, Bernoulli 19, No. 5B, 2414--2436 (2013; Zbl 1286.60049) Full Text: DOI arXiv
Zhu, Jiehua; Li, Xiezhang A generalized \(l_1\) greedy algorithm for image reconstruction in CT. (English) Zbl 1285.90027 Appl. Math. Comput. 219, No. 10, 5487-5494 (2013). MSC: 90C20 94A08 PDFBibTeX XMLCite \textit{J. Zhu} and \textit{X. Li}, Appl. Math. Comput. 219, No. 10, 5487--5494 (2013; Zbl 1285.90027) Full Text: DOI
Brossard, Jean; Leuridan, Christophe Characterising Ocone local martingales with reflections. (English) Zbl 1311.60048 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLV. Cham: Springer (ISBN 978-3-319-00320-7/pbk; 978-3-319-00321-4/ebook). Lecture Notes in Mathematics 2078. Séminaire de Probabilités, 167-180 (2013). Reviewer: Svetlana Anulova (Moskva) MSC: 60G44 60G15 60J65 PDFBibTeX XMLCite \textit{J. Brossard} and \textit{C. Leuridan}, Lect. Notes Math. 2078, 167--180 (2013; Zbl 1311.60048) Full Text: DOI arXiv
He, Tong-Jun; Yi, Quan; Shen, Yi Vector-valued tree martingales. (English) Zbl 1284.60086 Rocky Mt. J. Math. 43, No. 5, 1553-1581 (2013). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G46 60G50 PDFBibTeX XMLCite \textit{T.-J. He} et al., Rocky Mt. J. Math. 43, No. 5, 1553--1581 (2013; Zbl 1284.60086) Full Text: DOI Euclid
Maller, Ross; Mason, David M. A characterization of small and large time limit laws for self-normalized Lévy processes. (English) Zbl 1277.60083 Eichelsbacher, Peter (ed.) et al., Limit theorems in probability, statistics and number theory. In honor of Friedrich Götze on the occasion of his 60th birthday. Selected papers based on the presentations at the workshop, Bielefeld, Germany, August 4–6, 2011. Berlin: Springer (ISBN 978-3-642-36067-1/hbk; 978-3-642-36068-8/ebook). Springer Proceedings in Mathematics & Statistics 42, 141-169 (2013). MSC: 60G51 60F05 60F17 PDFBibTeX XMLCite \textit{R. Maller} and \textit{D. M. Mason}, Springer Proc. Math. Stat. 42, 141--169 (2013; Zbl 1277.60083) Full Text: DOI
Azmoodeh, Ehsan; Valkeila, Esko Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion. (English) Zbl 1273.60037 Stat. Inference Stoch. Process. 16, No. 2, 97-112 (2013). MSC: 60G15 62M15 60G22 91G10 PDFBibTeX XMLCite \textit{E. Azmoodeh} and \textit{E. Valkeila}, Stat. Inference Stoch. Process. 16, No. 2, 97--112 (2013; Zbl 1273.60037) Full Text: DOI arXiv
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M. Probabilistic approximation of solutions of the Cauchy problem for some evolution equations. (English. Russian original) Zbl 1279.60085 J. Math. Sci., New York 188, No. 6, 700-716 (2013); translation from Zap. Nauchn. Semin. POMI 396, 111-143 (2012). Reviewer: Stavros Vakeroudis (Paris) MSC: 60H30 35K20 60G51 PDFBibTeX XMLCite \textit{I. A. Ibragimov} et al., J. Math. Sci., New York 188, No. 6, 700--716 (2013; Zbl 1279.60085); translation from Zap. Nauchn. Semin. POMI 396, 111--143 (2012) Full Text: DOI
Smith, Andrew D. A. C. Quadratic programming and penalized regression. (English) Zbl 1347.62061 Commun. Stat., Theory Methods 42, No. 7, 1363-1372 (2013). MSC: 62G08 62J07 62J99 90C20 PDFBibTeX XMLCite \textit{A. D. A. C. Smith}, Commun. Stat., Theory Methods 42, No. 7, 1363--1372 (2013; Zbl 1347.62061) Full Text: DOI Link
Walsh, Alexander On a representation of additive functionals of zero quadratic variation. (English) Zbl 1270.60063 Potential Anal. 38, No. 4, 1173-1186 (2013). MSC: 60H05 60J55 60J25 31C25 PDFBibTeX XMLCite \textit{A. Walsh}, Potential Anal. 38, No. 4, 1173--1186 (2013; Zbl 1270.60063) Full Text: DOI
Diop, Assane; Jacod, Jean; Todorov, Viktor Central limit theorems for approximate quadratic variations of pure jump Itô semimartingales. (English) Zbl 1274.60063 Stochastic Processes Appl. 123, No. 3, 839-886 (2013). Reviewer: Mathias Trabs (Berlin) MSC: 60F05 60F17 60G51 60G07 PDFBibTeX XMLCite \textit{A. Diop} et al., Stochastic Processes Appl. 123, No. 3, 839--886 (2013; Zbl 1274.60063) Full Text: DOI
Alvarez, Alexander; Ferrando, Sebastian; Olivares, Pablo Arbitrage and hedging in a non probabilistic framework. (English) Zbl 1264.91135 Math. Financ. Econ. 7, No. 1, 1-28 (2013). MSC: 91G50 91G20 PDFBibTeX XMLCite \textit{A. Alvarez} et al., Math. Financ. Econ. 7, No. 1, 1--28 (2013; Zbl 1264.91135) Full Text: DOI arXiv
Keller-Ressel, Martin; Muhle-Karbe, Johannes Asymptotic and exact pricing of options on variance. (English) Zbl 1264.91125 Finance Stoch. 17, No. 1, 107-133 (2013). MSC: 91G20 60G51 PDFBibTeX XMLCite \textit{M. Keller-Ressel} and \textit{J. Muhle-Karbe}, Finance Stoch. 17, No. 1, 107--133 (2013; Zbl 1264.91125) Full Text: DOI arXiv
Lin, Qian Local time and Tanaka formula for the \(G\)-Brownian motion. (English) Zbl 1267.60058 J. Math. Anal. Appl. 398, No. 1, 315-334 (2013). Reviewer: Michael Voit (Dortmund) MSC: 60H05 60H99 PDFBibTeX XMLCite \textit{Q. Lin}, J. Math. Anal. Appl. 398, No. 1, 315--334 (2013; Zbl 1267.60058) Full Text: DOI arXiv
Corradi, Valentina; Distaso, Walter; Fernandes, Marcelo International market links and volatility transmission. (English) Zbl 1443.62342 J. Econom. 170, No. 1, 117-141 (2012). MSC: 62P05 62M10 62G10 62G07 62G20 PDFBibTeX XMLCite \textit{V. Corradi} et al., J. Econom. 170, No. 1, 117--141 (2012; Zbl 1443.62342) Full Text: DOI Link
Forsyth, P. A.; Kennedy, J. S.; Tse, S. T.; Windcliff, H. Optimal trade execution: a mean quadratic variation approach. (English) Zbl 1347.91228 J. Econ. Dyn. Control 36, No. 12, 1971-1991 (2012). MSC: 91G10 91G70 93E20 PDFBibTeX XMLCite \textit{P. A. Forsyth} et al., J. Econ. Dyn. Control 36, No. 12, 1971--1991 (2012; Zbl 1347.91228) Full Text: DOI
Liu, Junfeng; Yan, Litan Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion. (English) Zbl 1296.60143 J. Korean Stat. Soc. 41, No. 2, 177-187 (2012). MSC: 60H07 60G15 60G22 PDFBibTeX XMLCite \textit{J. Liu} and \textit{L. Yan}, J. Korean Stat. Soc. 41, No. 2, 177--187 (2012; Zbl 1296.60143) Full Text: DOI
Gelig, A. Kh.; Zuber, I. E. Using the direct and indirect control to stabilize some classes of uncertain systems. I. continuous systems. (English. Russian original) Zbl 1268.93112 Autom. Remote Control 73, No. 8, 1337-1349 (2012); translation from Avtom. Telemekh. 2012, No. 8, 76-90 (2012). MSC: 93D05 93C41 93B35 93C15 PDFBibTeX XMLCite \textit{A. Kh. Gelig} and \textit{I. E. Zuber}, Autom. Remote Control 73, No. 8, 1337--1349 (2012; Zbl 1268.93112); translation from Avtom. Telemekh. 2012, No. 8, 76--90 (2012) Full Text: DOI
Scalas, Enrico; Viles, Noèlia On the convergence of quadratic variation for compound fractional Poisson processes. (English) Zbl 1278.60067 Fract. Calc. Appl. Anal. 15, No. 2, 314-331 (2012). Reviewer: Enzo Orsingher (Roma) MSC: 60F17 60G20 60G22 60G51 26A33 33E12 PDFBibTeX XMLCite \textit{E. Scalas} and \textit{N. Viles}, Fract. Calc. Appl. Anal. 15, No. 2, 314--331 (2012; Zbl 1278.60067) Full Text: DOI Link
Rezaei, Farzad; Charalambous, Charalambos D.; Ahmed, N. U. Optimal control of uncertain stochastic systems subject to total variation distance uncertainty. (English) Zbl 1258.93127 SIAM J. Control Optim. 50, No. 5, 2683-2725 (2012). MSC: 93E20 49K35 60H10 49L20 PDFBibTeX XMLCite \textit{F. Rezaei} et al., SIAM J. Control Optim. 50, No. 5, 2683--2725 (2012; Zbl 1258.93127) Full Text: DOI
Royen, T. The exact distribution of some positive definite quadratic forms of gamma or Dirichlet random variables. (English) Zbl 1318.62038 Far East J. Theor. Stat. 41, No. 2, 93-113 (2012). MSC: 62E15 62H10 PDFBibTeX XMLCite \textit{T. Royen}, Far East J. Theor. Stat. 41, No. 2, 93--113 (2012; Zbl 1318.62038) Full Text: Link
Guo, Weihong; Yin, Wotao Edge guided reconstruction for compressive imaging. (English) Zbl 1259.65102 SIAM J. Imaging Sci. 5, No. 3, 809-834 (2012). MSC: 65K10 65T50 68U10 90C55 65D18 PDFBibTeX XMLCite \textit{W. Guo} and \textit{W. Yin}, SIAM J. Imaging Sci. 5, No. 3, 809--834 (2012; Zbl 1259.65102) Full Text: DOI Link
Chong, Yuxiang; Walsh, John B. The roughness and smoothness of numerical solutions to the stochastic heat equation. (English) Zbl 1266.60114 Potential Anal. 37, No. 4, 303-332 (2012). Reviewer: Martin Ondreját (Praha) MSC: 60H15 35R60 60H35 65C30 PDFBibTeX XMLCite \textit{Y. Chong} and \textit{J. B. Walsh}, Potential Anal. 37, No. 4, 303--332 (2012; Zbl 1266.60114) Full Text: DOI
Xiao, Yunhai; Yang, Junfeng; Yuan, Xiaoming Alternating algorithms for total variation image reconstruction from random projections. (English) Zbl 1260.94023 Inverse Probl. Imaging 6, No. 3, 547-563 (2012). MSC: 94A08 90C30 PDFBibTeX XMLCite \textit{Y. Xiao} et al., Inverse Probl. Imaging 6, No. 3, 547--563 (2012; Zbl 1260.94023) Full Text: DOI
Grow, David; Sanyal, Suman The quadratic variation of Brownian motion on a time scale. (English) Zbl 1251.60061 Stat. Probab. Lett. 82, No. 9, 1677-1680 (2012). MSC: 60J65 26E70 60G05 PDFBibTeX XMLCite \textit{D. Grow} and \textit{S. Sanyal}, Stat. Probab. Lett. 82, No. 9, 1677--1680 (2012; Zbl 1251.60061) Full Text: DOI
Di Girolami, Cristina; Russo, Francesco Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes. (English) Zbl 1279.60067 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 15, No. 2, 1250007, 50 p. (2012). MSC: 60H05 60H07 60H10 60H30 91G80 PDFBibTeX XMLCite \textit{C. Di Girolami} and \textit{F. Russo}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 15, No. 2, 1250007, 50 p. (2012; Zbl 1279.60067) Full Text: DOI arXiv
Bertrand, Pierre R.; Hamdouni, Abdelkader; Khadhraoui, Samia Modelling NASDAQ series by sparse multifractional Brownian motion. (English) Zbl 1241.62143 Methodol. Comput. Appl. Probab. 14, No. 1, 107-124 (2012). MSC: 62P05 62M05 91G70 62M10 42C40 62J05 91B84 65C60 PDFBibTeX XMLCite \textit{P. R. Bertrand} et al., Methodol. Comput. Appl. Probab. 14, No. 1, 107--124 (2012; Zbl 1241.62143) Full Text: DOI
Kolodij, N. A. On parameter-measurability of the stochastic integral with respect to the two-parameter strong martingale. (English. Russian original) Zbl 1245.60053 Theory Probab. Appl. 56, No. 1, 132-140 (2012); translation from Teor. Veroyatn. Primen. 56, No. 1, 159-167 (2011). Reviewer: Jacques Franchi (Strasbourg) MSC: 60H05 60G44 60G07 PDFBibTeX XMLCite \textit{N. A. Kolodij}, Theory Probab. Appl. 56, No. 1, 132--140 (2012; Zbl 1245.60053); translation from Teor. Veroyatn. Primen. 56, No. 1, 159--167 (2011) Full Text: DOI
Wang, J.; Forsyth, P. A. Comparison of mean variance like strategies for optimal asset allocation problems. (English) Zbl 1282.91312 Int. J. Theor. Appl. Finance 15, No. 2, Article ID 1250014, 32 p. (2012). MSC: 91G10 91G60 65N06 PDFBibTeX XMLCite \textit{J. Wang} and \textit{P. A. Forsyth}, Int. J. Theor. Appl. Finance 15, No. 2, Article ID 1250014, 32 p. (2012; Zbl 1282.91312) Full Text: DOI
Di Graziano, Giuseppe; Torricelli, Lorenzo Target volatility option pricing. (English) Zbl 1236.91130 Int. J. Theor. Appl. Finance 15, No. 1, Article ID 1250005, 17 p. (2012). MSC: 91G20 PDFBibTeX XMLCite \textit{G. Di Graziano} and \textit{L. Torricelli}, Int. J. Theor. Appl. Finance 15, No. 1, Article ID 1250005, 17 p. (2012; Zbl 1236.91130) Full Text: DOI
He, Tong-Jun Some remarks on vector-valued tree martingales. (English) Zbl 1248.60047 J. Korean Math. Soc. 49, No. 2, 395-404 (2012). Reviewer: Ferenc Weisz (Budapest) MSC: 60G42 60G46 PDFBibTeX XMLCite \textit{T.-J. He}, J. Korean Math. Soc. 49, No. 2, 395--404 (2012; Zbl 1248.60047) Full Text: DOI
Yan, Liqing Right and left matrix-valued stochastic exponentials and explicit solutions to systems of SDEs. (English) Zbl 1235.60072 Stochastic Anal. Appl. 30, No. 1, 160-173 (2012). MSC: 60H10 60H05 PDFBibTeX XMLCite \textit{L. Yan}, Stochastic Anal. Appl. 30, No. 1, 160--173 (2012; Zbl 1235.60072) Full Text: DOI
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (English) Zbl 1441.62599 J. Econom. 162, No. 2, 149-169 (2011). MSC: 62P20 62P05 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} et al., J. Econom. 162, No. 2, 149--169 (2011; Zbl 1441.62599) Full Text: DOI
Wu, Liuren Variance dynamics: joint evidence from options and high-frequency returns. (English) Zbl 1441.62269 J. Econom. 160, No. 1, 280-287 (2011). MSC: 62P05 PDFBibTeX XMLCite \textit{L. Wu}, J. Econom. 160, No. 1, 280--287 (2011; Zbl 1441.62269) Full Text: DOI
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil Subsampling realised kernels. (English) Zbl 1441.62598 J. Econom. 160, No. 1, 204-219 (2011). MSC: 62P20 62P05 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} et al., J. Econom. 160, No. 1, 204--219 (2011; Zbl 1441.62598) Full Text: DOI