Pages that link to "Item:Q1600149"
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The following pages link to Instantaneous liquidity rate, its econometric measurement by volatility feedback (Q1600149):
Displaying 3 items.
- Tackling boundary effects in nonparametric estimation of intra-day liquidity measures (Q1855636) (← links)
- A Fourier transform method for nonparametric estimation of multivariate volatility (Q2388987) (← links)
- High-frequency volatility of volatility estimation free from spot volatility estimates (Q4619498) (← links)