Pages that link to "Item:Q543443"
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The following pages link to Bias-corrected realized variance under dependent microstructure noise (Q543443):
Displaying 6 items.
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- Bias-correcting the realized range-based variance in the presence of market microstructure noise (Q964674) (← links)
- Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo stock exchange (Q2150391) (← links)
- Corrigendum to ``Local mispricing and microstructural noise: a parametric perspective'' (Q2682969) (← links)
- An unbiased measure of integrated volatility in the frequency domain (Q2789386) (← links)
- Bias-corrected realized variance (Q5860901) (← links)