Pages that link to "Item:Q3390570"
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The following pages link to When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility (Q3390570):
Displaying 5 items.
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- Towards a unified framework for high and low frequency return volatility modeling (Q4259384) (← links)
- Robust covariance estimation with noisy high-frequency financial data (Q5051327) (← links)
- Intraday Periodic Volatility Curves (Q6567911) (← links)
- Inference for calendar effects in microstructure noise (Q6636848) (← links)