Pages that link to "Item:Q3653230"

The following pages link to Inference for Continuous Semimartingales Observed at High Frequency (Q3653230):

Displaying 31 items.

• Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (Q2347453) (← links)
• Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps (Q2355172) (← links)
• Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973) (← links)
• Volatility inference in the presence of both endogenous time and microstructure noise (Q2447650) (← links)
• A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
• The observed asymptotic variance: hard edges, and a regression approach (Q2658793) (← links)
• Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data (Q2691639) (← links)
• The double Gaussian approximation for high frequency data (Q2911663) (← links)
• ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS (Q2986522) (← links)
• EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (Q2986526) (← links)
• Estimation of Correlation for Continuous Semimartingales (Q3145567) (← links)
• REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
• Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (Q4916500) (← links)
• EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130) (← links)
• The Estimation of Leverage Effect With High-Frequency Data (Q4975343) (← links)
• A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY (Q4979933) (← links)
• Principal Component Analysis of High-Frequency Data (Q5229911) (← links)
• ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (Q5371156) (← links)
• A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
• IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
• Intraday cross-sectional distributions of systematic risk (Q6108306) (← links)
• Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) (← links)
• Nonparametric Bayesian volatility learning under microstructure noise (Q6176240) (← links)
• Optimal nonparametric range-based volatility estimation (Q6193007) (← links)
• Heteroscedasticity test of high-frequency data with jumps and market microstructure noise (Q6580713) (← links)
• Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory (Q6597918) (← links)
• Stable convergence in law in approximation of stochastic integrals with respect to diffusions (Q6621974) (← links)
• Empirical likelihood for high frequency data (Q6626337) (← links)
• Local Parametric Estimation in High Frequency Data (Q6626343) (← links)
• Rank Tests at Jump Events (Q6634863) (← links)
• Changes in the span of systematic risk exposures (Q6646160) (← links)