Pages that link to "Item:Q5121493"
From MaRDI portal
The following pages link to A closed-form formula characterization of the Epps effect (Q5121493):
Displaying 7 items.
- Managing liquidity with portfolio staleness (Q2044821) (← links)
- (Q5019097) (← links)
- High-dimensional realized covariance estimation: a parametric approach (Q5051983) (← links)
- On Bivariate Time-Varying Price Staleness (Q6190783) (← links)
- Volatility Estimation When the Zero-Process is Nonstationary (Q6586884) (← links)
- A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics (Q6617813) (← links)
- Dynamic Discrete Mixtures for High-Frequency Prices (Q6620884) (← links)