Pages that link to "Item:Q2292050"
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The following pages link to Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050):
Displaying 6 items.
- Limit theorems in the Fourier transform method for the estimation of multivariate volatility (Q544506) (← links)
- Optimal design of Fourier estimator in the presence of microstructure noise (Q1623566) (← links)
- Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297) (← links)
- Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
- Estimation of quarticity with high-frequency data (Q2873034) (← links)
- Unbiasedness of fourier integral estimator under weaker assumptions (Q4843799) (← links)