Pages that link to "Item:Q2155303"
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The following pages link to Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303):
Displayed 3 items.
- Volatility of volatility and leverage effect from options (Q6118716) (← links)
- Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data (Q6151654) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)