Pages that link to "Item:Q522057"
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The following pages link to Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057):
Displaying 5 items.
- Estimating the integrated volatility using high-frequency data with zero durations (Q1745612) (← links)
- Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
- Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)
- ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS (Q5741621) (← links)
- (Q6114224) (← links)