The following pages link to (Q5495335):
Displaying 50 items.
- High frequency traders and the price process (Q2190209) (← links)
- Statistical inferences for price staleness (Q2190239) (← links)
- Spot estimation for fractional Ornstein-Uhlenbeck stochastic volatility model: consistency and central limit theorem (Q2194053) (← links)
- High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
- A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
- Uniform nonparametric inference for time series (Q2227073) (← links)
- From tick data to semimartingales (Q2240473) (← links)
- Superposition of COGARCH processes (Q2258831) (← links)
- Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297) (← links)
- Change-point inference on volatility in noisy Itô semimartingales (Q2280017) (← links)
- Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)
- Chasing volatility. A persistent multiplicative error model with jumps (Q2294516) (← links)
- Nonparametric spot volatility from options (Q2299587) (← links)
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) (← links)
- High-frequency factor models and regressions (Q2305976) (← links)
- Asymptotic properties of the realized skewness and related statistics (Q2317879) (← links)
- Editorial: Big data in dynamic predictive econometric modeling (Q2323362) (← links)
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069) (← links)
- Simultaneous multivariate Hawkes-type point processes and their application to financial markets (Q2329858) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data (Q2398977) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- Estimation of a noisy subordinated Brownian motion via two-scales power variations (Q2408746) (← links)
- Lévy-driven Volterra equations in space and time (Q2412515) (← links)
- Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (Q2671659) (← links)
- Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
- Drift estimation of multiscale diffusions based on filtered data (Q2684461) (← links)
- Identifying latent factors based on high-frequency data (Q2688663) (← links)
- The effect of intraday periodicity on realized volatility measures (Q2696331) (← links)
- Handbook of high-frequency trading and modeling in finance (Q2810197) (← links)
- Market Microstructure and Nonlinear Dynamics (Q2879308) (← links)
- Wavelet-Based Methods for High-Frequency Lead-Lag Analysis (Q3122063) (← links)
- Price impact and bursts in liquidity provision (Q4554485) (← links)
- NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
- Profiling high-frequency equity price movements in directional changes (Q4555073) (← links)
- On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect (Q4578217) (← links)
- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
- Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240) (← links)
- Backward stochastic Volterra integral equations with jumps in a general filtration (Q4990913) (← links)
- Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data (Q4994351) (← links)
- (Q5011285) (← links)
- (Q5011451) (← links)
- Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor (Q5030951) (← links)
- On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (Q5086397) (← links)
- Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
- Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- Principal Component Analysis of High-Frequency Data (Q5229911) (← links)
- Bootstrapping High-Frequency Jump Tests (Q5231507) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
