Pages that link to "Item:Q2355172"
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The following pages link to Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps (Q2355172):
Displaying 9 items.
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- Testing for simultaneous jumps in case of asynchronous observations (Q1750093) (← links)
- Laws of large numbers for Hayashi-Yoshida-type functionals (Q1999591) (← links)
- A Hausman test for the presence of market microstructure noise in high frequency data (Q2000858) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data (Q2209820) (← links)
- Asymptotic properties of the realized skewness and related statistics (Q2317879) (← links)
- Econometrics of co-jumps in high-frequency data with noise (Q2343752) (← links)
- On the estimation of the jump activity index in the case of random observation times (Q6176238) (← links)
