Pages that link to "Item:Q721137"
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The following pages link to Separating information maximum likelihood method for high-frequency financial data (Q721137):
Displaying 10 items.
- The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise (Q543441) (← links)
- A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- Comparing estimation methods of non-stationary errors-in-variables models (Q2195520) (← links)
- Term structure models during the global financial crisis: a parsimonious text mining approach (Q2326980) (← links)
- Extracting information from mega‐panels and high‐frequency data (Q4259383) (← links)
- A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH (Q5483505) (← links)
- An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)
- The SIML method without microstructure noise (Q6670081) (← links)
