Pages that link to "Item:Q1740296"
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The following pages link to Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book (Q1740296):
Displayed 7 items.
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← 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)
- Dependent microstructure noise and integrated volatility estimation from high-frequency data (Q2182144) (← links)
- Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso (Q6149863) (← links)
- Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach (Q6190639) (← links)
- Nonparametric estimation for high-frequency data incorporating trading information (Q6199631) (← links)