The following pages link to (Q4896006):
Displaying 9 items.
- The quadratic variation of Brownian motion on a time scale (Q452879) (← links)
- Ultra high frequency volatility estimation with dependent microstructure noise (Q737274) (← links)
- High frequency market microstructure noise estimates and liquidity measures (Q1018630) (← links)
- Microstructure noise in the continuous case: the pre-averaging approach (Q2389230) (← links)
- Central limit theorem for the realized volatility based on tick time sampling (Q2430257) (← links)
- Are volatility estimators robust with respect to modeling assumptions? (Q2469643) (← links)
- (Q2987158) (← links)
- IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
- Disentangling Sources of High Frequency Market Microstructure Noise (Q6617733) (← links)