Pages that link to "Item:Q4638722"
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The following pages link to Estimation of the integrated volatility using noisy high-frequency data with jumps and endogeneity (Q4638722):
Displaying 15 items.
- Efficient estimation of integrated volatility incorporating trading information (Q311638) (← links)
- Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← links)
- Subsampling high frequency data (Q530605) (← links)
- Bipower-type estimation in a noisy diffusion setting (Q841480) (← links)
- Estimating the integrated volatility with tick observations (Q1739633) (← links)
- Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation (Q1751974) (← links)
- Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)
- Volatility inference in the presence of both endogenous time and microstructure noise (Q2447650) (← links)
- On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps (Q2864671) (← links)
- Three-point approach for estimating integrated volatility and integrated covariance (Q2879047) (← links)
- Frequency Domain Estimation of Integrated Volatility for Itô Processes in the Presence of Market-Microstructure Noise (Q3567037) (← links)
- (Q5237656) (← links)
- On the complete consistency of the kernel estimator of spot volatility (Q6053854) (← links)
- Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process (Q6498642) (← links)
- Asymptotic normality of kernel density estimation for mixing high-frequency data (Q6669476) (← links)
