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- processes 2021-11-04 Paper EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS 2021-09-10 Paper Realized Semicovariances...10 bytes (17 words) - 14:47, 10 December 2023
- Exchange Rate Volatility 2003-08-10 Paper Estimating stochastic volatility diffusion using conditional moments of integrated volatility 2003-04-02 Paper...10 bytes (16 words) - 21:48, 9 December 2023
- asymptotics of the integrated self-weighted cross volatility estimator 2014-01-27 Paper On Estimating the Integrated Co-Volatility Using Noisy High-Frequency...10 bytes (17 words) - 04:52, 9 December 2023
- Glivenko-Cantelli theorems for integrated functionals of stochastic processes 2021-11-04 Paper EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL...10 bytes (16 words) - 19:36, 24 September 2023
- High-dimensional integrated volatility matrix estimation for high-frequency financial data 2022-03-21 Paper High-dimensional integrated volatility matrix estimation...10 bytes (16 words) - 16:42, 28 December 2023
- for the multiple-sets split feasibility problem 2022-11-25 Paper Volatility of volatility: estimation and tests based on noisy high frequency data with jumps...10 bytes (17 words) - 01:09, 11 December 2023
- intra-daily durations time series 2023-03-13 Paper On the estimation of integrated volatility in the presence of jumps and microstructure noise 2022-03-04 Paper...10 bytes (17 words) - 04:16, 13 December 2023
- risk-neutral distributions based on moments of integrated volatility 2016-08-10 Paper Causality effects in return volatility measures with random times 2016-08-10...10 bytes (17 words) - 02:58, 10 December 2023
- Publication Date of Publication Type EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES 2017-05-16 Paper...10 bytes (16 words) - 15:44, 6 October 2023
- variance 2022-03-04 Paper Three-point approach for estimating integrated volatility and integrated covariance 2014-09-05 Paper...10 bytes (19 words) - 09:23, 7 October 2023
- 2020-09-30 Paper High-frequency volatility of volatility estimation free from spot volatility estimates 2019-02-06 Paper Firm’s Volatility Risk Under Microstructure...10 bytes (16 words) - 05:09, 13 December 2023
- Microstructure Noise 2022-07-11 Paper Dependent microstructure noise and integrated volatility estimation from high-frequency data 2020-05-21 Paper...10 bytes (18 words) - 01:49, 25 September 2023
- microstructure 2023-09-15 Paper A new volatility model: GQARCH‐ItÔ model 2022-08-08 Paper High-dimensional integrated volatility matrix estimation for high-frequency...10 bytes (16 words) - 16:42, 28 December 2023
- based on high-frequency data 2023-03-03 Paper On the estimation of integrated volatility in the presence of jumps and microstructure noise 2022-03-04 Paper...10 bytes (16 words) - 12:31, 28 January 2024
- Paper Efficient estimation of integrated volatility incorporating trading information 2016-09-13 Paper REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY...10 bytes (17 words) - 09:07, 7 October 2023
- Publication Date of Publication Type Estimation of the integrated volatility using noisy high-frequency data with jumps and endogeneity 2018-04-27 Paper...10 bytes (16 words) - 13:16, 6 October 2023
- estimation of integrated volatility in presence of infinite variation jumps 2014-08-04 Paper A remark on the rates of convergence for integrated volatility estimation...10 bytes (17 words) - 06:25, 9 December 2023
- asymptotics of the integrated self-weighted cross volatility estimator 2014-01-27 Paper On Estimating the Integrated Co-Volatility Using Noisy High-Frequency...10 bytes (17 words) - 01:33, 10 December 2023
- fair risk-sharing rules 2017-09-14 Paper EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES 2017-05-16 Paper Cooperative investment in...10 bytes (20 words) - 11:29, 8 December 2023
- Estimating the integrated volatility using high-frequency data with zero durations 2018-04-18 Paper Adaptive thresholding for large volatility matrix estimation...10 bytes (17 words) - 17:47, 11 December 2023
