Pages that link to "Item:Q4976548"
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The following pages link to Nonparametric estimation of jump characteristics under market microstructure noise (Q4976548):
Displaying 6 items.
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- Robust estimation and inference for jumps in noisy high frequency data: a local-to-continuity theory for the pre-averaging method (Q2864828) (← links)
- Detecting price jumps in the presence of market microstructure noise (Q5228603) (← links)
- (Q6114224) (← links)