Pages that link to "Item:Q3120661"
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The following pages link to Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661):
Displaying 4 items.
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
- Prediction bias correction for dynamic term structure models (Q500507) (← links)
- Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799) (← links)
- Enhancing the accuracy of a data-driven reconstruction of bivariate jump-diffusion models with corrections for higher orders of the sampling interval (Q4992309) (← links)
