Pages that link to "Item:Q2892937"
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The following pages link to An integrated cross-volatility estimation for asynchronous noisy data (Q2892937):
Displaying 3 items.
- The asymptotics of the integrated self-weighted cross volatility estimator (Q394775) (← links)
- Real-time estimation scheme for the spot cross volatility of jump diffusion processes (Q982924) (← links)
- An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)