Pages that link to "Item:Q521334"
From MaRDI portal
The following pages link to A note on central limit theorems for quadratic variation in case of endogenous observation times (Q521334):
Displaying 5 items.
- Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← links)
- Testing for simultaneous jumps in case of asynchronous observations (Q1750093) (← links)
- Central limit theorems for approximate quadratic variations of pure jump Itô semimartingales (Q1940236) (← links)
- Asymptotic properties of the realized skewness and related statistics (Q2317879) (← links)
- On the estimation of the jump activity index in the case of random observation times (Q6176238) (← links)