Pages that link to "Item:Q3112466"
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The following pages link to Volatility Estimation Based on High-Frequency Data (Q3112466):
Displaying 9 items.
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- Forecasting intraday volatility and value-at-risk with high-frequency data (Q1945435) (← links)
- Stationary bootstrapping realized volatility (Q2637373) (← links)
- An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices (Q2853373) (← links)
- (Q4984477) (← links)
- Volatility estimation from short time series of stock prices (Q5419471) (← links)
- On measuring volatility of diffusion processes with high frequency data (Q5958532) (← links)
- A new look at variance estimation based on low, high and closing prices taking into account the drift (Q6552776) (← links)