Pages that link to "Item:Q350689"
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The following pages link to Volatility estimation under one-sided errors with applications to limit order books (Q350689):
Displaying 5 items.
- Determining the integrated volatility via limit order books with multiple records (Q4555173) (← links)
- On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect (Q4578217) (← links)
- Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise (Q6617600) (← links)
- Probabilistic models and statistics for electronic financial markets in the digital age (Q6618240) (← links)
- Irregular nonparametric autoregression (Q6632626) (← links)