Pages that link to "Item:Q2642802"
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The following pages link to Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach (Q2642802):
Displayed 12 items.
- Spectral Estimation of Covolatility from Noisy Observations Using Local Weights (Q5413944) (← links)
- Modelling microstructure noise with mutually exciting point processes (Q5746743) (← links)
- On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
- Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error (Q5964706) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- Volatility models for stylized facts of high‐frequency financial data (Q6135344) (← links)
- (Q6141817) (← links)
- Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data (Q6151654) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)
- Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach (Q6190639) (← links)
- Overnight GARCH-Itô Volatility Models (Q6190733) (← links)
- Nonparametric estimation for high-frequency data incorporating trading information (Q6199631) (← links)