A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499): Difference between revisions

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+A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY
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+Q5493536
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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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+Realized kernels in practice: trades and quotes
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Realized power variation and stochastic volatility model
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+Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
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+The wild bootstrap, tamed at last
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+Bootstrapping realized multivariate volatility measures
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+Bootstrapping High-Frequency Jump Tests
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+Bootstrapping Realized Volatility
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+The bootstrap and Edgeworth expansion
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+On blocking rules for the bootstrap with dependent data
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+On covariance estimation of non-synchronously observed diffusion processes
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
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+BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE
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+A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
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+Validity of Edgeworth expansions for realized volatility estimators
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+Microstructure noise in the continuous case: the pre-averaging approach
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+Discretization of processes.
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+Quarticity and other functionals of volatility: efficient estimation
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+Note on the Berry-Esseen Theorem
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+NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH
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+Adaptive estimation of continuous-time regression models using high-frequency data
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+Bootstrap and wild bootstrap for high dimensional linear models
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+Inference for Continuous Semimartingales Observed at High Frequency
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+The Double Gaussian Approximation for High Frequency Data
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+Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps
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+Subsampling
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+EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES
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+The jackknife and bootstrap
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+A Tale of Two Time Scales
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