Pages that link to "Item:Q2430257"
From MaRDI portal
The following pages link to Central limit theorem for the realized volatility based on tick time sampling (Q2430257):
Displayed 13 items.
- Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
- An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: asymptotic distribution theory (Q429296) (← links)
- Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
- Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
- Discretization error of stochastic integrals (Q640062) (← links)
- Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← links)
- Functional stable limit theorems for quasi-efficient spectral covolatility estimators (Q744976) (← links)
- Realized volatility with stochastic sampling (Q981001) (← links)
- Irregular sampling and central limit theorems for power variations: the continuous case (Q1944677) (← links)
- Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
- Microstructure noise in the continuous case: approximate efficiency of the adaptive pre-averaging method (Q2347451) (← links)
- Volatility inference in the presence of both endogenous time and microstructure noise (Q2447650) (← links)
- REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)