Pages that link to "Item:Q2864671"
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The following pages link to On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps (Q2864671):
Displaying 17 items.
- Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776) (← links)
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← links)
- Estimating covariation: Epps effect, microstructure noise (Q737259) (← links)
- Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps (Q1800948) (← links)
- Econometrics of co-jumps in high-frequency data with noise (Q2343752) (← links)
- Truncated realized covariance when prices have infinite variation jumps (Q2359710) (← links)
- Sparse Kalman filtering approaches to realized covariance estimation from high frequency financial data (Q2425171) (← links)
- Robust estimation and inference for jumps in noisy high frequency data: a local-to-continuity theory for the pre-averaging method (Q2864828) (← links)
- Three-point approach for estimating integrated volatility and integrated covariance (Q2879047) (← links)
- An integrated cross-volatility estimation for asynchronous noisy data (Q2892937) (← links)
- Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data (Q3095175) (← links)
- Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps (Q3295735) (← links)
- Estimation of the integrated volatility using noisy high-frequency data with jumps and endogeneity (Q4638722) (← links)
- Nonparametric estimation of jump characteristics under market microstructure noise (Q4976548) (← links)
- An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
