Pages that link to "Item:Q2182144"
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The following pages link to Dependent microstructure noise and integrated volatility estimation from high-frequency data (Q2182144):
Displaying 10 items.
- Efficient estimation of integrated volatility incorporating trading information (Q311638) (← links)
- Bias-corrected realized variance under dependent microstructure noise (Q543443) (← links)
- Ultra high frequency volatility estimation with dependent microstructure noise (Q737274) (← links)
- High frequency market microstructure noise estimates and liquidity measures (Q1018630) (← links)
- On estimating market microstructure noise variance (Q1672752) (← links)
- Estimating the integrated volatility using high-frequency data with zero durations (Q1745612) (← links)
- Local mispricing and microstructural noise: a parametric perspective (Q2172020) (← links)
- Microstructure noise in the continuous case: the pre-averaging approach (Q2389230) (← links)
- Frequency Domain Estimation of Integrated Volatility for Itô Processes in the Presence of Market-Microstructure Noise (Q3567037) (← links)
- Nonparametric estimation for high-frequency data incorporating trading information (Q6199631) (← links)