Efficient estimation of integrated volatility functionals via multiscale jackknife (Q1731750): Difference between revisions

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+High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data
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+NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH
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+Efficient estimation of integrated volatility functionals via multiscale jackknife
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+EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES
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