Haruhiko Inatsugu | DeepAI

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Nakahiro Yoshida
15 publications

research

∙ 02/10/2021

Global jump filters and realized volatility

For a semimartingale with jumps, we propose a new estimation method for ...

0 Haruhiko Inatsugu, et al. ∙

research

∙ 06/27/2018

Global jump filters and quasi likelihood analysis for volatility

We propose a new estimation scheme for estimation of the volatility para...

0 Haruhiko Inatsugu, et al. ∙