Pages that link to "Item:Q2654158"
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The following pages link to Limit theorems for bipower variation of semimartingales (Q2654158):
Displayed 22 items.
- Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776) (← links)
- Quarticity and other functionals of volatility: efficient estimation (Q366987) (← links)
- Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
- Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
- Power variation of fractional integral processes with jumps (Q552984) (← links)
- How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
- Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- Optimum thresholding using mean and conditional mean squared error (Q1739640) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)
- Second-order properties of thresholded realized power variations of FJA additive processes (Q2330961) (← links)
- A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
- Efficient estimation of integrated volatility in presence of infinite variation jumps (Q2510826) (← links)
- A remark on the rates of convergence for integrated volatility estimation in the presence of jumps (Q2510829) (← links)
- Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135) (← links)
- Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps with Multiple Activity Indices (Q2956058) (← links)
- Volatility Estimation Based on High-Frequency Data (Q3112466) (← links)
- Estimation of Volatility Functionals: The Case of a $$\sqrt{n}$$ Window (Q4560345) (← links)
- IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS (Q5389952) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)