Pages that link to "Item:Q2445693"
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The following pages link to Modeling tick-by-tick realized correlations (Q2445693):
Displayed 5 items.
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data (Q736693) (← links)
- Covariance measurement in the presence of non-synchronous trading and market microstructure noise (Q737261) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- Jump robust daily covariance estimation by disentangling variance and correlation components (Q1927084) (← links)