Pages that link to "Item:Q2398973"
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The following pages link to Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973):
Displaying 12 items.
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- Efficient estimation of integrated volatility functionals via multiscale jackknife (Q1731750) (← links)
- Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
- Volatility coupling (Q2054472) (← links)
- Variation and efficiency of high-frequency betas (Q2116364) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Glivenko-Cantelli theorems for integrated functionals of stochastic processes (Q2240872) (← links)
- Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
- Intraday cross-sectional distributions of systematic risk (Q6108306) (← links)
