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Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise
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- Journal of Applied Probability / Volume 61 / Issue 3 / September 2024
- Published online by Cambridge University Press:
- 14 February 2024, pp. 858-885
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- September 2024
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A remark on positive sojourn times of symmetric processes
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- Journal of Applied Probability / Volume 55 / Issue 1 / March 2018
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- 28 March 2018, pp. 69-81
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- March 2018
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Small drift limit theorems for random walks
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- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
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- 04 April 2017, pp. 199-212
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- March 2017
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