Pages that link to "Item:Q527978"
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The following pages link to Jump-robust volatility estimation using nearest neighbor truncation (Q527978):
Displayed 19 items.
- Jump robust two time scale covariance estimation and realized volatility budgets (Q4683042) (← links)
- News, volatility and jumps: the case of natural gas futures (Q4683076) (← links)
- A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY (Q4979933) (← links)
- ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
- Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements (Q5037040) (← links)
- Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations (Q5082682) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- Bootstrapping High-Frequency Jump Tests (Q5231507) (← links)
- Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)
- ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (Q5371156) (← links)
- On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
- The Role of Binance in Bitcoin Volatility Transmission (Q5879346) (← links)
- Exploiting the errors: a simple approach for improved volatility forecasting (Q5964747) (← links)
- Volatility measurement with pockets of extreme return persistence (Q6090561) (← links)
- Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585) (← links)
- ETF basket-adjusted covariance estimation (Q6108294) (← links)
- Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective (Q6150535) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)
- We modeled long memory with just one lag! (Q6175544) (← links)