Pages that link to "Item:Q2447650"
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The following pages link to Volatility inference in the presence of both endogenous time and microstructure noise (Q2447650):
Displaying 11 items.
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
- Efficient estimation of integrated volatility incorporating trading information (Q311638) (← links)
- Time endogeneity and an optimal weight function in pre-averaging covariance estimation (Q523444) (← links)
- Estimating the integrated volatility with tick observations (Q1739633) (← links)
- The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times (Q1739634) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
- Specification test for Markov models with measurement errors (Q2252889) (← links)
- Volatility inference in the presence of both endogenous time and microstructure noise (Q2447650) (← links)
- Inference for Multi‐dimensional High‐frequency Data with an Application to Conditional Independence Testing (Q2835311) (← links)
