Pages that link to "Item:Q2155303"
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The following pages link to Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303):
Displaying 5 items.
- Testing for jumps in noisy high frequency data (Q527932) (← links)
- On measuring volatility of diffusion processes with high frequency data (Q5958532) (← links)
- Volatility of volatility and leverage effect from options (Q6118716) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)
- Statistical inference for rough volatility: central limit theorems (Q6591582) (← links)