Estimation of the characteristics of a Lévy process observed at arbitrary frequency
Version of Record online: 14 JUN 2010
© 2010 The Authors. Journal compilation © 2010 VVS
Special Issue: Statistical Inference for Lévy Processes with Applications to Finance
Volume 64, Issue 3, pages 314–328, August 2010
How to Cite
Kappus, J. and Reiß, M. (2010), Estimation of the characteristics of a Lévy process observed at arbitrary frequency. Statistica Neerlandica, 64: 314–328. doi: 10.1111/j.1467-9574.2010.00461.x
- Issue online: 16 JUL 2010
- Version of Record online: 14 JUN 2010
- Received: October 2009. Revised: January 2010.
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