Pages that link to "Item:Q737253"
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The following pages link to Estimating quadratic variation when quoted prices change by a constant increment (Q737253):
Displaying 13 items.
- Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach (Q295396) (← links)
- Efficient estimation of integrated volatility incorporating trading information (Q311638) (← links)
- A martingale decomposition of discrete Markov chains (Q529765) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Integrated volatility and round-off error (Q605018) (← links)
- A continuous and efficient fundamental price on the discrete order book grid (Q2149276) (← links)
- Central limit theorem for the realized volatility based on tick time sampling (Q2430257) (← links)
- Zero-intelligence realized variance estimation. (Q2430259) (← links)
- Are volatility estimators robust with respect to modeling assumptions? (Q2469643) (← links)
- Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise (Q2792279) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS (Q4906543) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)
