Pages that link to "Item:Q1644249"

The following pages link to Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249):

Displaying 10 items.

• Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book (Q1740296) (← links)
• Cointegration in high frequency data (Q2044337) (← links)
• Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
• Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
• Statistical inferences for price staleness (Q2190239) (← links)
• The effect of intraday periodicity on realized volatility measures (Q2696331) (← links)
• The local fractional bootstrap (Q4629286) (← links)
• A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
• Testing the volatility jumps based on the high frequency data (Q6134625) (← links)
• Nonparametric estimation for high-frequency data incorporating trading information (Q6199631) (← links)