Pages that link to "Item:Q2893211"
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The following pages link to Fourier volatility forecasting with high-frequency data and microstructure noise (Q2893211):
Displaying 7 items.
- Forecasting return volatility in the presence of microstructure noise (Q440195) (← links)
- Ultra high frequency volatility estimation with dependent microstructure noise (Q737274) (← links)
- Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (Q1023629) (← links)
- Optimal design of Fourier estimator in the presence of microstructure noise (Q1623566) (← links)
- A Fourier transform method for nonparametric estimation of multivariate volatility (Q2388987) (← links)
- Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model (Q5068083) (← links)
- On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (Q5086397) (← links)