Pages that link to "Item:Q660058"
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The following pages link to Spot volatility estimation for high-frequency data (Q660058):
Displaying 32 items.
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Functional data analysis for volatility (Q738082) (← links)
- Volatility estimation by combining stock price data and option data (Q896580) (← links)
- Forecasting intraday volatility and value-at-risk with high-frequency data (Q1945435) (← links)
- Edgeworth corrections for spot volatility estimator (Q2006760) (← links)
- Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- Volatility coupling (Q2054472) (← links)
- Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256) (← links)
- Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
- Optimal kernel estimation of spot volatility of stochastic differential equations (Q2186644) (← links)
- Nonparametric range-based double smoothing spot volatility estimation for diffusion models (Q2210240) (← links)
- Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- An application of nonparametric volatility estimators to option pricing (Q2343108) (← links)
- Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (Q2347737) (← links)
- Estimating spot volatility with high-frequency financial data (Q2451790) (← links)
- A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (Q2661851) (← links)
- Bias reduction in spot volatility estimation from options (Q2697974) (← links)
- A mathematical analysis of the Gumbel test for jumps in stochastic volatility models (Q2821907) (← links)
- Estimation of stochastic volatility models by nonparametric filtering (Q2826006) (← links)
- An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices (Q2853373) (← links)
- Realized kernels in practice: trades and quotes (Q3653354) (← links)
- NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
- Inference on volatility curve at high frequencies via functional data analysis (Q5867750) (← links)
- Uniform convergence rates for spot volatility estimation (Q6064073) (← links)
- Inference on the maximal rank of time-varying covariance matrices using high-frequency data (Q6117051) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)
- Testing for jumps with robust spot volatility estimators (Q6490929) (← links)
- Heteroscedasticity test of high-frequency data with jumps and market microstructure noise (Q6580713) (← links)
- Correcting spot power variation estimator via Edgeworth expansion (Q6622513) (← links)
- Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence (Q6634872) (← links)
