Pages that link to "Item:Q1740289"
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The following pages link to Estimation of the discontinuous leverage effect: evidence from the NASDAQ order book (Q1740289):
Displaying 7 items.
- Time-varying leverage effects (Q527980) (← links)
- Estimating the positive and negative jumps of asset returns via Kalman filtering. The case of Nasdaq index (Q1694509) (← links)
- A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
- A new volatility model: GQARCH‐ItÔ model (Q5095287) (← links)
- Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise (Q6617600) (← links)
- Tests for Jumps in Yield Spreads (Q6626261) (← links)
- Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility (Q6641048) (← links)