Pages that link to "Item:Q4959130"
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The following pages link to EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130):
Displaying 7 items.
- Estimation of objective and risk-neutral distributions based on moments of integrated volatility (Q737258) (← links)
- Integration of CARMA processes and spot volatility modelling (Q2852488) (← links)
- ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS (Q2986522) (← links)
- (Q3109565) (← links)
- Predictive Inference for Integrated Volatility (Q3225812) (← links)
- On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous (Q5177619) (← links)
- Optimal nonparametric range-based volatility estimation (Q6193007) (← links)