Session at the RSS Conference: Stochastic Volatility Jumps
5 September 2012
Speakers:
Mathieu Rosenbaum (Université Paris-Diderot) and Peter Tankov (Université Paris-Dauphine)
Asymptotic results and statistical procedures for time-changed Lévy processes sampled at hitting times
Nick Bingham (Imperial College, London),
Statistical aspects of modelling and prediction for financial time series