Pages that link to "Item:Q6634872"
From MaRDI portal
The following pages link to Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence (Q6634872):
Displaying 3 items.
- Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise (Q6617600) (← links)
- A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics (Q6617813) (← links)
- A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance (Q6618102) (← links)