The following pages link to Bias-corrected realized variance (Q5860901):
Displaying 3 items.
- Bias-corrected realized variance under dependent microstructure noise (Q543443) (← links)
- Bias-optimal vol-of-vol estimation: the role of window overlapping (Q2145695) (← links)
- Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo stock exchange (Q2150391) (← links)