Pages that link to "Item:Q825352"
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The following pages link to Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352):
Displaying 4 items.
- On estimating market microstructure noise variance (Q1672752) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- Detecting price jumps in the presence of market microstructure noise (Q5228603) (← links)
- The SIML method without microstructure noise (Q6670081) (← links)