Pages that link to "Item:Q1739633"
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The following pages link to Estimating the integrated volatility with tick observations (Q1739633):
Displaying 13 items.
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- Editorial for the special issue on financial engineering and risk management for JoE (Q1739626) (← links)
- A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
- Occupation density estimation for noisy high-frequency data (Q2116333) (← links)
- Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
- Dependent microstructure noise and integrated volatility estimation from high-frequency data (Q2182144) (← links)
- Glivenko-Cantelli theorems for integrated functionals of stochastic processes (Q2240872) (← links)
- Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)
- High-dimensional minimum variance portfolio estimation based on high-frequency data (Q2294454) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130) (← links)
- Volatility measurement with pockets of extreme return persistence (Q6090561) (← links)
- Laplace Estimator of Integrated Volatility When Sampling Times Are Endogenous (Q6620891) (← links)
- Inference for calendar effects in microstructure noise (Q6636848) (← links)
