Pages that link to "Item:Q2103295"
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The following pages link to Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295):
Displaying 4 items.
- The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise (Q543441) (← links)
- The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling (Q2013324) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- The SIML method without microstructure noise (Q6670081) (← links)