Pages that link to "Item:Q1739634"

The following pages link to The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times (Q1739634):

Displayed 8 items.

• 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)
• The observed asymptotic variance: hard edges, and a regression approach (Q2658793) ‎ (← links)
• Robust covariance estimation with noisy high-frequency financial data (Q5051327) ‎ (← links)
• The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data (Q5146046) ‎ (← links)
• Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) ‎ (← links)
• Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) ‎ (← links)
• High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times (Q6199636) ‎ (← links)