Pages that link to "Item:Q411549"
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The following pages link to Estimation of the instantaneous volatility (Q411549):
Displaying 26 items.
- Volatility estimation under one-sided errors with applications to limit order books (Q350689) (← links)
- Quarticity and other functionals of volatility: efficient estimation (Q366987) (← links)
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Testing the local volatility assumption: a statistical approach (Q470421) (← links)
- Estimating the long rate and its volatility (Q500503) (← links)
- Testing for non-correlation between price and volatility jumps (Q515135) (← links)
- Estimation of integrated volatility of volatility with applications to goodness-of-fit testing (Q888485) (← links)
- Real-time estimation scheme for the spot cross volatility of jump diffusion processes (Q982924) (← links)
- Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise (Q1952081) (← links)
- Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
- Optimal kernel estimation of spot volatility of stochastic differential equations (Q2186644) (← links)
- Spot estimation for fractional Ornstein-Uhlenbeck stochastic volatility model: consistency and central limit theorem (Q2194053) (← links)
- Nonparametric range-based double smoothing spot volatility estimation for diffusion models (Q2210240) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- Statistical decomposition of volatility (Q2400051) (← links)
- Central limit theorem for the realized volatility based on tick time sampling (Q2430257) (← links)
- Simultaneous confidence statements about the diffusion coefficient of an Itô-process with application to spot volatility estimation (Q2789186) (← links)
- Estimation of Volatility Functionals: The Case of a $$\sqrt{n}$$ Window (Q4560345) (← links)
- Estimating the instantaneous volatility and covariance of risky assets (Q4842350) (← links)
- Volatility estimation from short time series of stock prices (Q5419471) (← links)
- On a real-time scheme for the estimation of volatility (Q5421244) (← links)
- Estimation of integrated volatility in stochastic volatility models (Q5467272) (← links)
- On the complete consistency of the kernel estimator of spot volatility (Q6053854) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
- Correcting spot power variation estimator via Edgeworth expansion (Q6622513) (← links)
- An unbounded intensity model for point processes (Q6664619) (← links)
