Pages that link to "Item:Q1745612"
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The following pages link to Estimating the integrated volatility using high-frequency data with zero durations (Q1745612):
Displayed 6 items.
- Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
- Statistical inferences for price staleness (Q2190239) (← links)
- Nonparametric range-based double smoothing spot volatility estimation for diffusion models (Q2210240) (← links)
- State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954) (← links)
- On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (Q5086397) (← links)
- Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)
