Pages that link to "Item:Q5958532"
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The following pages link to On measuring volatility of diffusion processes with high frequency data (Q5958532):
Displaying 19 items.
- Consistent ranking of volatility models (Q292007) (← links)
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- Aging in financial market (Q944810) (← links)
- A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (Q1000328) (← links)
- Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (Q1023629) (← links)
- Optimal design of Fourier estimator in the presence of microstructure noise (Q1623566) (← links)
- Fourier series method for measurement of multivariate volatilities (Q1848531) (← links)
- Is volatility lognormal? Evidence from Italian futures (Q1867951) (← links)
- Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data (Q2349603) (← links)
- Empirical analysis of estimates of realized volatility in financial risk control problems (Q2508815) (← links)
- Computation of volatility in stochastic volatility models with high frequency data (Q2786036) (← links)
- When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility (Q3390570) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- Nonparametric Estimation Methods of Integrated Multivariate Volatilities (Q3539868) (← links)
- NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS (Q3632415) (← links)
- The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (Q4409035) (← links)
- NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (Q5187622) (← links)
- Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis (Q5312584) (← links)
- A CLOSER LOOK AT THE EPPS EFFECT (Q5696843) (← links)
