Pages that link to "Item:Q1848531"
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The following pages link to Fourier series method for measurement of multivariate volatilities (Q1848531):
Displaying 33 items.
- Estimation of quarticity with high-frequency data (Q2873034) (← links)
- Fourier volatility forecasting with high-frequency data and microstructure noise (Q2893211) (← links)
- Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets (Q3087577) (← links)
- A central limit theorem for the functional estimation of the spot volatility (Q3405601) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- Nonparametric Estimation Methods of Integrated Multivariate Volatilities (Q3539868) (← links)
- NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS (Q3632415) (← links)
- The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (Q4409035) (← links)
- Firm’s Volatility Risk Under Microstructure Noise (Q4561900) (← links)
- High-frequency volatility of volatility estimation free from spot volatility estimates (Q4619498) (← links)
- Complex correlation approach for high frequency financial data (Q4964483) (← links)
- Estimation of Correlation Between Latent Processes (Q4976496) (← links)
- VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS (Q4979882) (← links)
- On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (Q5086397) (← links)
- Reconstruction of a noncausal function from its SFCs by Bohr convolution (Q5086433) (← links)
- Malliavin--Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms (Q5146684) (← links)
- Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis (Q5312584) (← links)
- An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
- Volatility estimation from short time series of stock prices (Q5419471) (← links)
- EXPLORING MULTI-RESOLUTION AND MULTI-SCALING VOLATILITY FEATURES (Q5694556) (← links)
- A CLOSER LOOK AT THE EPPS EFFECT (Q5696843) (← links)
- (Q5879927) (← links)
- Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899409) (← links)
- Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899410) (← links)
- On measuring volatility of diffusion processes with high frequency data (Q5958532) (← links)
- Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error (Q5964706) (← links)
- Uniform convergence rates for spot volatility estimation (Q6064073) (← links)
- On statistical indistinguishability of complete and incomplete discrete time market models (Q6089405) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)
- Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (Q6176239) (← links)
- The price-leverage covariation as a measure of the response of the leverage effect to price and volatility changes (Q6580717) (← links)
- Laplace Estimator of Integrated Volatility When Sampling Times Are Endogenous (Q6620891) (← links)
- The SIML method without microstructure noise (Q6670081) (← links)