New tests for jumps in semimartingale models

Limit Theorems for Stochastic Processes.

Ditlev Monrad, Jean Jacod, Albert N. Shiryaev · Journal of the American Statistical Association · 1988 · 4.2K citations

Engineering, Mathematics, Financial Economics +16

Power and Bipower Variation with Stochastic Volatility and Jumps

Ole E. Barndorff–Nielsen · Journal of Financial Econometrics · 2004 · 2.1K citations

Business, Finance, Probability Theory +15

The Bootstrap and Edgeworth Expansion.

Rudolf Beran, Peter A. Hall · Journal of the American Statistical Association · 1993 · 1.9K citations

Natural Sciences, Mathematics, Applied Mathematics +4

Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

C. F. Jeff Wu · The Annals of Statistics · 1986 · 1.8K citations

Natural Sciences, Biostatistics, Econometrics +16

A general version of the fundamental theorem of asset pricing

Freddy Delbaen, Walter Schachermayer · Mathematische Annalen · 1994 · 1.5K citations

Business, Economics, Finance +13