Pages that link to "Item:Q3539864"
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The following pages link to Moving Average-Based Estimators of Integrated Variance (Q3539864):
Displaying 21 items.
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- Efficient estimation of integrated volatility incorporating trading information (Q311638) (← links)
- Modelling and forecasting noisy realized volatility (Q429642) (← links)
- The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise (Q543441) (← links)
- Realised quantile-based estimation of the integrated variance (Q736690) (← links)
- Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702) (← links)
- Estimating quadratic variation when quoted prices change by a constant increment (Q737253) (← links)
- Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (Q737896) (← links)
- Dependent microstructure noise and integrated volatility estimation from high-frequency data (Q2182144) (← links)
- Econometric analysis of multivariate realised QML: estimation of the covariation of equity prices under asynchronous trading (Q2405902) (← links)
- Zero-intelligence realized variance estimation. (Q2430259) (← links)
- A Markov Chain Estimator of Multivariate Volatility from High Frequency Data (Q2956061) (← links)
- The Benefits of Bagging for Forecast Models of Realized Volatility (Q3063858) (← links)
- Realized Volatility and Long Memory: An Overview (Q3539861) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- (Q4206263) (← links)
- Switching processes in financial markets (Q4907460) (← links)
- On the exponentially weighted moving variance (Q5305568) (← links)
- Bias-corrected realized variance (Q5860901) (← links)
- Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach (Q6190639) (← links)
- Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence (Q6634872) (← links)