Pages that link to "Item:Q3225026"
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The following pages link to STATISTICAL CAUSES FOR THE EPPS EFFECT IN MICROSTRUCTURE NOISE (Q3225026):
Displaying 7 items.
- The impact of asynchronous trading on Epps effect on Warsaw stock exchange (Q2401313) (← links)
- Corrigendum to ``Local mispricing and microstructural noise: a parametric perspective'' (Q2682969) (← links)
- Statistical Properties of Microstructure Noise (Q4612526) (← links)
- High-dimensional realized covariance estimation: a parametric approach (Q5051983) (← links)
- A closed-form formula characterization of the Epps effect (Q5121493) (← links)
- Malliavin--Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms (Q5146684) (← links)
- Modelling microstructure noise with mutually exciting point processes (Q5746743) (← links)