Pages that link to "Item:Q2986526"
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The following pages link to EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (Q2986526):
Displaying 20 items.
- Efficient estimation of a multivariate multiplicative volatility model (Q736688) (← links)
- Estimation of objective and risk-neutral distributions based on moments of integrated volatility (Q737258) (← links)
- Functional stable limit theorems for quasi-efficient spectral covolatility estimators (Q744976) (← links)
- Efficient estimation of integrated volatility functionals via multiscale jackknife (Q1731750) (← links)
- Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book (Q1740296) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Volatility coupling (Q2054472) (← links)
- Large deviation principles of realized Laplace transform of volatility (Q2116475) (← links)
- Nonparametric range-based double smoothing spot volatility estimation for diffusion models (Q2210240) (← links)
- Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973) (← links)
- Integration of CARMA processes and spot volatility modelling (Q2852488) (← links)
- ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS (Q2986522) (← links)
- Predictive Inference for Integrated Volatility (Q3225812) (← links)
- Nonparametric Estimation Methods of Integrated Multivariate Volatilities (Q3539868) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130) (← links)
- A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
- IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
- Optimal nonparametric range-based volatility estimation (Q6193007) (← links)
- Empirical likelihood for high frequency data (Q6626337) (← links)
- Local Parametric Estimation in High Frequency Data (Q6626343) (← links)