Pages that link to "Item:Q5237530"
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The following pages link to Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530):
Displaying 5 items.
- Jump-robust volatility estimation using nearest neighbor truncation (Q527978) (← links)
- Volatility estimation and jump detection for drift-diffusion processes (Q2190225) (← links)
- Three-point approach for estimating integrated volatility and integrated covariance (Q2879047) (← links)
- A closed-form quasi-maximum likelihood estimator of bid-ask spread (Q5082874) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)