Pages that link to "Item:Q1747456"
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The following pages link to Spectral analysis of quadratic variation in the presence of market microstructure noise (Q1747456):
Displaying 6 items.
- Estimating quadratic variation when quoted prices change by a constant increment (Q737253) (← links)
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- Spectral analysis for intrinsic time processes (Q1038430) (← links)
- An unbiased measure of integrated volatility in the frequency domain (Q2789386) (← links)
- Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise (Q2792279) (← links)
- Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise (Q3548513) (← links)