The following pages link to (Q6114224):
Displaying 3 items.
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- Detecting price jumps in the presence of market microstructure noise (Q5228603) (← links)