Pages that link to "Item:Q1668576"
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The following pages link to Efficient asymptotic variance reduction when estimating volatility in high frequency data (Q1668576):
Displaying 18 items.
- Inference from high-frequency data: a subsampling approach (Q515131) (← links)
- Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702) (← links)
- Subsampling realised kernels (Q737277) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- Common price and volatility jumps in noisy high-frequency data (Q1657876) (← links)
- Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book (Q1740296) (← links)
- Statistical inference for the doubly stochastic self-exciting process (Q1750090) (← links)
- Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies (Q1925618) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Dependent microstructure noise and integrated volatility estimation from high-frequency data (Q2182144) (← links)
- Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise (Q2219235) (← links)
- The observed asymptotic variance: hard edges, and a regression approach (Q2658793) (← links)
- Realized kernels in practice: trades and quotes (Q3653354) (← links)
- Robust covariance estimation with noisy high-frequency financial data (Q5051327) (← links)
- Variance reduction approach for the volatility over a finite-time horizon (Q5079915) (← links)
- Disentangling Sources of High Frequency Market Microstructure Noise (Q6617733) (← links)
- Local Parametric Estimation in High Frequency Data (Q6626343) (← links)
