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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2016.01.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2268965151
@@ Property / OpenAlex ID: W2268965151 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
+Normal rank
@@ Property / cites work @@
+Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
+Normal rank
@@ Property / cites work @@
+Consistent model specification tests
@@ Property / cites work: Consistent model specification tests / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Theory of Integrated Conditional Moment Tests
+Normal rank
@@ Property / cites work @@
+Volatility in Equilibrium: Asymmetries and Dynamic Dependencies*
+Normal rank
@@ Property / cites work @@
+Estimating stochastic volatility diffusion using conditional moments of integrated volatility
+Normal rank
@@ Property / cites work @@
+Long memory in continuous-time stochastic volatility models
+Normal rank
@@ Property / cites work @@
+Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures
+Normal rank
@@ Property / cites work @@
+Continuous Record Asymptotics for Rolling Sample Variance Estimators
+Normal rank
@@ Property / cites work @@
+Occupation densities
@@ Property / cites work: Occupation densities / rank @@
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Q3920437
@@ Property / cites work: Q3920437 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of realized power variations and related functionals of semimartingales
+Normal rank
@@ Property / cites work @@
+Discretization of processes.
@@ Property / cites work: Discretization of processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Quarticity and other functionals of volatility: efficient estimation
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Volatility and Links between National Stock Markets
+Normal rank
@@ Property / cites work @@
+Testing Statistical Hypotheses
@@ Property / cites work: Testing Statistical Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+Volatility occupation times
@@ Property / cites work: Volatility occupation times / rank @@
+Normal rank
@@ Property / cites work @@
+Inference for Continuous Semimartingales Observed at High Frequency
+Normal rank
@@ Property / cites work @@
+Q5290921
@@ Property / cites work: Q5290921 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of continuous-time stochastic volatility models with jumps using high-frequency data
+Normal rank
@@ Property / cites work @@
+The Realized Laplace Transform of Volatility
@@ Property / cites work: The Realized Laplace Transform of Volatility / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:284294