Subsampling realised kernels (Q737277): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2010.03.031
@@ Property / DOI: 10.1016/j.jeconom.2010.03.031 / rank @@
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@@ Property / author @@
-Ole Eiler Barndorff-Nielsen
@@ Property / author: Ole Eiler Barndorff-Nielsen / rank @@
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@@ Property / author @@
+Ole Eiler Barndorff-Nielsen
@@ Property / author: Ole Eiler Barndorff-Nielsen / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Ox
@@ Property / describes a project that uses: Ox / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2010.03.031
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+W2139635135
@@ Property / OpenAlex ID: W2139635135 / rank @@
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@@ Property / cites work @@
+Ultra high frequency volatility estimation with dependent microstructure noise
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@@ Property / cites work @@
+Q5631966
@@ Property / cites work: Q5631966 / rank @@
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@@ Property / cites work @@
+The Distribution of Realized Exchange Rate Volatility
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+Microstructure Noise, Realized Variance, and Optimal Sampling
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+LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
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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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+PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
@@ Property / cites work: PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA / rank @@
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Q4856610
@@ Property / cites work: Q4856610 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
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@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
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@@ Property / cites work @@
+ANOVA for diffusions and Itō processes
@@ Property / cites work: ANOVA for diffusions and Itō processes / rank @@
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@@ Property / cites work @@
+BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
@@ Property / cites work: BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION / rank @@
+Normal rank
@@ Property / cites work @@
+Subsampling
@@ Property / cites work: Subsampling / rank @@
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@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach
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@@ Property / cites work @@
+A Tale of Two Time Scales
@@ Property / cites work: A Tale of Two Time Scales / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2010.03.031
@@ Property / DOI: 10.1016/J.JECONOM.2010.03.031 / rank @@
+Normal rank