Pages that link to "Item:Q3405601"
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The following pages link to A central limit theorem for the functional estimation of the spot volatility (Q3405601):
Displaying 11 items.
- Real-time estimation scheme for the spot cross volatility of jump diffusion processes (Q982924) (← links)
- Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis (Q1684768) (← links)
- Applications of the central limit theorem for pricing cliquet-style options (Q1689027) (← links)
- Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- Estimating spot volatility with high-frequency financial data (Q2451790) (← links)
- Simultaneous confidence statements about the diffusion coefficient of an Itô-process with application to spot volatility estimation (Q2789186) (← links)
- An integrated cross-volatility estimation for asynchronous noisy data (Q2892937) (← links)
- Asymptotic properties for spot volatility estimation of diffusions with compound Poisson jumps (Q4640668) (← links)
- Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps (Q4685447) (← links)
- Testing for jumps with robust spot volatility estimators (Q6490929) (← links)
