LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS (Q3408516): Difference between revisions

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+math/0503711
@@ Property / arXiv ID: math/0503711 / rank @@
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+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
+Normal rank
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+The Distribution of Realized Exchange Rate Volatility
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+Asymptotic error distributions for the Euler method for stochastic differential equations
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
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+Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+A Tale of Two Time Scales
@@ Property / cites work: A Tale of Two Time Scales / rank @@
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+Diffusions with measurement errors. II. Optimal estimators
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+Diffusions with measurement errors. I. Local Asymptotic Normality
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+Predicting volatility: getting the most out of return data sampled at different frequencies
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+A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors
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@@ Property / OpenAlex ID @@
+W3123095880
@@ Property / OpenAlex ID: W3123095880 / rank @@
+Normal rank