Pages that link to "Item:Q2451790"

The following pages link to Estimating spot volatility with high-frequency financial data (Q2451790):

Displaying 22 items.

• Common price and volatility jumps in noisy high-frequency data (Q1657876) (← links)
• Edgeworth corrections for spot volatility estimator (Q2006760) (← links)
• Nonparametric estimation of jump diffusion models (Q2024442) (← links)
• Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256) (← links)
• Occupation density estimation for noisy high-frequency data (Q2116333) (← links)
• Bias-optimal vol-of-vol estimation: the role of window overlapping (Q2145695) (← links)
• Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
• Nonparametric range-based double smoothing spot volatility estimation for diffusion models (Q2210240) (← links)
• Glivenko-Cantelli theorems for integrated functionals of stochastic processes (Q2240872) (← links)
• Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050) (← links)
• Nonparametric filtering of conditional state-price densities (Q2294444) (← links)
• The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
• Spot volatility estimation using delta sequences (Q2339119) (← links)
• Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (Q2347737) (← links)
• Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973) (← links)
• ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
• Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data (Q4994351) (← links)
• NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS (Q5176864) (← links)
• Uniform convergence rates for spot volatility estimation (Q6064073) (← links)
• Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
• Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach (Q6190639) (← links)
• Testing for jumps with robust spot volatility estimators (Q6490929) (← links)