Pages that link to "Item:Q1751974"
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The following pages link to Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation (Q1751974):
Displaying 11 items.
- Laws of large numbers for Hayashi-Yoshida-type functionals (Q1999591) (← links)
- Convergence of extreme values of Poisson point processes at small times (Q2231310) (← links)
- Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options (Q2239273) (← links)
- Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)
- Identifying latent factors based on high-frequency data (Q2688663) (← links)
- Bias reduction in spot volatility estimation from options (Q2697974) (← links)
- INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (Q5243484) (← links)
- IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
- Volatility measurement with pockets of extreme return persistence (Q6090561) (← links)
- ETF basket-adjusted covariance estimation (Q6108294) (← links)
- On the estimation of the jump activity index in the case of random observation times (Q6176238) (← links)
