Pages that link to "Item:Q2403429"
From MaRDI portal
The following pages link to Nonparametric change-point analysis of volatility (Q2403429):
Displaying 5 items.
- Common price and volatility jumps in noisy high-frequency data (Q1657876) (← links)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- Change-point inference on volatility in noisy Itô semimartingales (Q2280017) (← links)
- Scan <i>B</i>-statistic for kernel change-point detection (Q5215363) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)