Pages that link to "Item:Q464183"
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The following pages link to Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency (Q464183):
Displaying 7 items.
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (Q6176239) (← links)
- Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices (Q6190695) (← links)
- Testing for jumps with robust spot volatility estimators (Q6490929) (← links)
- Permutation invariant Gaussian matrix models for financial correlation matrices (Q6608263) (← links)
- Probabilistic models and statistics for electronic financial markets in the digital age (Q6618240) (← links)
- Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence (Q6634872) (← links)
