Pages that link to "Item:Q544506"
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The following pages link to Limit theorems in the Fourier transform method for the estimation of multivariate volatility (Q544506):
Displaying 10 items.
- Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling (Q402723) (← links)
- Functional stable limit theorems for quasi-efficient spectral covolatility estimators (Q744976) (← links)
- Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297) (← links)
- Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)
- Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050) (← links)
- An unbiased measure of integrated volatility in the frequency domain (Q2789386) (← links)
- Fourier-Malliavin Volatility Estimation (Q2953881) (← links)
- A central limit theorem for the functional estimation of the spot volatility (Q3405601) (← links)
- Laplace Estimator of Integrated Volatility When Sampling Times Are Endogenous (Q6620891) (← links)
- The SIML method without microstructure noise (Q6670081) (← links)