Pages that link to "Item:Q5861024"
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The following pages link to On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024):
Displaying 7 items.
- Ultra high frequency volatility estimation with dependent microstructure noise (Q737274) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- Frequency Domain Estimation of Integrated Volatility for Itô Processes in the Presence of Market-Microstructure Noise (Q3567037) (← links)
- Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
- Detecting price jumps in the presence of market microstructure noise (Q5228603) (← links)
- ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS (Q5741621) (← links)
- Testing for jumps with robust spot volatility estimators (Q6490929) (← links)