Inference theory for volatility functional dependencies (Q284294): Difference between revisions

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+Modeling and Forecasting Realized Volatility
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
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+Consistent model specification tests
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+Asymptotic Theory of Integrated Conditional Moment Tests
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+Volatility in Equilibrium: Asymmetries and Dynamic Dependencies*
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+Estimating stochastic volatility diffusion using conditional moments of integrated volatility
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+Long memory in continuous-time stochastic volatility models
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+Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures
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+Continuous Record Asymptotics for Rolling Sample Variance Estimators
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+Occupation densities
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Q3920437
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+Asymptotic properties of realized power variations and related functionals of semimartingales
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+Discretization of processes.
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+Quarticity and other functionals of volatility: efficient estimation
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+Q4778955
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+Volatility and Links between National Stock Markets
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+Testing Statistical Hypotheses
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+Volatility occupation times
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+Inference for Continuous Semimartingales Observed at High Frequency
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+Q5290921
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+Estimation of continuous-time stochastic volatility models with jumps using high-frequency data
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+The Realized Laplace Transform of Volatility
@@ Property / cites work: The Realized Laplace Transform of Volatility / rank @@
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