Pages that link to "Item:Q4822456"
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The following pages link to Power variation and stochastic volatility: a review and some new results (Q4822456):
Displaying 20 items.
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
- Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482) (← links)
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Realized power variation and stochastic volatility models (Q1395938) (← links)
- Realized power variation and stochastic volatility model (Q1431540) (← links)
- Convergence in total variation to a mixture of Gaussian laws (Q1634366) (← links)
- Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors (Q2029208) (← links)
- Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator (Q2337821) (← links)
- Volatility determination in an ambit process setting (Q3094490) (← links)
- LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS (Q3408516) (← links)
- (Q3511640) (← links)
- Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models (Q4454295) (← links)
- Volatility estimation from short time series of stock prices (Q5419471) (← links)
- Estimation of integrated volatility in stochastic volatility models (Q5467272) (← links)
- Power Variation and Time Change (Q5472356) (← links)
- A central limit theorem for realised power and bipower variation of continuous semimartingales (Q5493536) (← links)
- On statistical indistinguishability of complete and incomplete discrete time market models (Q6089405) (← links)
- A central limit theorem for some generalized martingale arrays (Q6138088) (← links)
- Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion (Q6540877) (← links)
