Pages that link to "Item:Q2476289"
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The following pages link to Asymptotic properties of realized power variations and related functionals of semimartingales (Q2476289):
Displaying 50 items.
- Measuring the relevance of the microstructure noise in financial data (Q2447651) (← links)
- Power variation from second order differences for pure jump semimartingales (Q2447655) (← links)
- A remark on the rates of convergence for integrated volatility estimation in the presence of jumps (Q2510829) (← links)
- Testing for diffusion in a discretely observed semimartingale (Q2511575) (← links)
- Volatility activity: specification and estimation (Q2512607) (← links)
- On non-standard limits of Brownian semi-stationary processes (Q2512851) (← links)
- First order \(p\)-variations and Besov spaces (Q2518953) (← links)
- Activity signature functions for high-frequency data analysis (Q2630154) (← links)
- Limit theorems for bipower variation of semimartingales (Q2654158) (← links)
- Identifying latent factors based on high-frequency data (Q2688663) (← links)
- Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135) (← links)
- On the order of magnitude of sums of negative powers of integrated processes (Q2845026) (← links)
- On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps (Q2864671) (← links)
- An integrated cross-volatility estimation for asynchronous noisy data (Q2892937) (← links)
- Central limit theorems for the non-parametric estimation of time-changed Lévy models (Q2911696) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (Q2986526) (← links)
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
- A new microstructure noise index (Q3019507) (← links)
- Estimation of Correlation for Continuous Semimartingales (Q3145567) (← links)
- INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES (Q3557544) (← links)
- Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets (Q3611809) (← links)
- Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← 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)
- ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
- Realized Multi-Power Variation Process for Jump Detection in the Nigerian All Share Index (Q5029310) (← links)
- Ambit Fields: Survey and New Challenges (Q5038271) (← links)
- On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous (Q5177619) (← links)
- Limit theorems for multivariate Brownian semistationary processes and feasible results (Q5203952) (← links)
- BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE (Q5357388) (← links)
- IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS (Q5389952) (← links)
- An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
- Asymptotic properties of power variations of Lévy processes (Q5429598) (← links)
- A central limit theorem for realised power and bipower variation of continuous semimartingales (Q5493536) (← links)
- ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS (Q5741621) (← links)
- On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
- (Q5879927) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
- Central limit theorems for martingales. I: Continuous limits (Q6126950) (← links)
- High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)
- Understanding limit theorems for semimartingales: a short survey (Q6573274) (← links)
- Heteroscedasticity test of high-frequency data with jumps and market microstructure noise (Q6580713) (← links)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
- Power variations and limit theorems for stochastic processes controlled by fractional Brownian motions (Q6614489) (← links)
- Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations (Q6615477) (← links)
- Estimating Jump Activity Using Multipower Variation (Q6620838) (← links)
- Stable convergence in law in approximation of stochastic integrals with respect to diffusions (Q6621974) (← links)
- Correcting spot power variation estimator via Edgeworth expansion (Q6622513) (← links)
