Variational Sums and Power Variation: a unifying approach to model selection and estimation in semimartingale models
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References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-08-31 (All new papers)
- NEP-ECM-2003-08-31 (Econometrics)
- NEP-ETS-2003-08-31 (Econometric Time Series)
- NEP-FMK-2003-08-31 (Financial Markets)
- NEP-RMG-2003-08-31 (Risk Management)
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