Edgeworth Corrections for Realized Volatility (Q3539869): Difference between revisions

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+https://doi.org/10.1080/07474930701870420
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+W2028613272
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+The Distribution of Realized Exchange Rate Volatility
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+Microstructure Noise, Realized Variance, and Optimal Sampling
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+Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Alternative models for stock price dynamics.
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+Approximations for densities of sufficient estimators
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+The bootstrap and Edgeworth expansion
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+Bootstrap Methods for Time Series
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+Asymptotic error distributions for the Euler method for stochastic differential equations
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+Conservative delta hedging.
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+Financial options and statistical prediction intervals
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+A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
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+Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
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+Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators
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+A Theorem of Validity for Edgeworth Expansions
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+Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach
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+Edgeworth expansions for realized volatility and related estimators
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+A Tale of Two Time Scales
@@ Property / cites work: A Tale of Two Time Scales / rank @@
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+Publication:3539869