Pages that link to "Item:Q1781192"

The following pages link to On covariance estimation of non-synchronously observed diffusion processes (Q1781192):

Displaying 19 items.

• On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
• The impact of jumps and leverage in forecasting covolatility (Q5864641) (← links)
• (Q5879927) (← links)
• Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780) (← links)
• Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error (Q5964706) (← links)
• An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
• Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
• Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
• ETF basket-adjusted covariance estimation (Q6108294) (← links)
• Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
• Copula estimation for nonsynchronous financial data (Q6108882) (← links)
• Inheritance of strong mixing and weak dependence under renewal sampling (Q6159621) (← links)
• Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (Q6176239) (← links)
• High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise (Q6594970) (← links)
• Volatility analysis in high-frequency financial data (Q6604425) (← links)
• Permutation invariant Gaussian matrix models for financial correlation matrices (Q6608263) (← links)
• High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model (Q6617782) (← links)
• A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics (Q6617813) (← links)
• Local Parametric Estimation in High Frequency Data (Q6626343) (← links)