Pages that link to "Item:Q2355172"
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The following pages link to Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps (Q2355172):
Displaying 18 items.
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800) (← links)
- An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: asymptotic distribution theory (Q429296) (← links)
- Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- Statistical specification of jumps under semiparametric semimartingale models (Q734535) (← links)
- Testing for simultaneous jumps in case of asynchronous observations (Q1750093) (← links)
- Laws of large numbers for Hayashi-Yoshida-type functionals (Q1999591) (← links)
- A Hausman test for the presence of market microstructure noise in high frequency data (Q2000858) (← links)
- On estimation of quadratic variation for multivariate pure jump semimartingales (Q2029771) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
- Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data (Q2209820) (← links)
- Asymptotic properties of the realized skewness and related statistics (Q2317879) (← links)
- Econometrics of co-jumps in high-frequency data with noise (Q2343752) (← links)
- An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
- Variation, jumps and high-frequency data in financial econometrics (Q5447122) (← links)
- On the estimation of the jump activity index in the case of random observation times (Q6176238) (← links)