Pages that link to "Item:Q2789386"
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The following pages link to An unbiased measure of integrated volatility in the frequency domain (Q2789386):
Displaying 10 items.
- Efficient estimation of integrated volatility incorporating trading information (Q311638) (← links)
- Bias-corrected realized variance under dependent microstructure noise (Q543443) (← links)
- Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations (Q737273) (← links)
- Bias-correcting the realized range-based variance in the presence of market microstructure noise (Q964674) (← links)
- Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (Q1023629) (← links)
- Spectral analysis of quadratic variation in the presence of market microstructure noise (Q1747456) (← links)
- Bias-optimal vol-of-vol estimation: the role of window overlapping (Q2145695) (← links)
- Dependent microstructure noise and integrated volatility estimation from high-frequency data (Q2182144) (← links)
- An unbiased measure of integrated volatility in the frequency domain (Q2789386) (← links)
- Bias-corrected realized variance (Q5860901) (← links)