Pages that link to "Item:Q5242898"
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The following pages link to Rate efficient estimation of realized Laplace transform of volatility with microstructure noise (Q5242898):
Displaying 8 items.
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- Large deviation principles of realized Laplace transform of volatility (Q2116475) (← links)
- Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise (Q2318293) (← links)
- The realized Laplace transform of volatility (Q2859081) (← links)
- Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (Q4916500) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
- Laplace Estimator of Integrated Volatility When Sampling Times Are Endogenous (Q6620891) (← links)
- Correcting spot power variation estimator via Edgeworth expansion (Q6622513) (← links)