The following pages link to Volatility occupation times (Q385768):
Displaying 11 items.
- Inference theory for volatility functional dependencies (Q284294) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- Volatility coupling (Q2054472) (← links)
- Occupation density estimation for noisy high-frequency data (Q2116333) (← links)
- Variation and efficiency of high-frequency betas (Q2116364) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Glivenko-Cantelli theorems for integrated functionals of stochastic processes (Q2240872) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION (Q2976209) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (Q2986526) (← links)