Pages that link to "Item:Q2469643"
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The following pages link to Are volatility estimators robust with respect to modeling assumptions? (Q2469643):
Displayed 4 items.
- Limit theorems for moving averages of discretized processes plus noise (Q973875) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Microstructure noise in the continuous case: the pre-averaging approach (Q2389230) (← links)
- Risk Minimization for a Filtering Micromovement Model of Asset Price (Q3565104) (← links)