Testing for jumps in noisy high frequency data (Q527932): Difference between revisions

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+Estimating the degree of activity of jumps in high frequency data
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+Testing for jumps in a discretely observed process
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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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+Microstructure noise in the continuous case: the pre-averaging approach
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+Limit theorems for moving averages of discretized processes plus noise
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+Q4856610
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+Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach
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+Are volatility estimators robust with respect to modeling assumptions?
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+Quasi-maximum likelihood estimation of volatility with high frequency data
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+Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach
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+A Tale of Two Time Scales
@@ Property / cites work: A Tale of Two Time Scales / rank @@
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