Pages that link to "Item:Q5231507"

The following pages link to Bootstrapping High-Frequency Jump Tests (Q5231507):

Displaying 16 items.

• Testing for jumps in noisy high frequency data (Q527932) (← links)
• Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
• Mixed-scale jump regressions with bootstrap inference (Q1676389) (← links)
• A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• A bootstrap test for jumps in financial economics (Q2343319) (← links)
• Bootstrapping Realized Bipower Variation (Q2787360) (← links)
• The local fractional bootstrap (Q4629286) (← links)
• A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
• Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
• Testing the volatility jumps based on the high frequency data (Q6134625) (← links)
• Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models (Q6173727) (← links)
• Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change (Q6190956) (← links)
• Intraday Periodic Volatility Curves (Q6567911) (← links)
• Jumps or Staleness? (Q6626220) (← links)
• Empirical likelihood for high frequency data (Q6626337) (← links)