Pages that link to "Item:Q284294"
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The following pages link to Inference theory for volatility functional dependencies (Q284294):
Displaying 8 items.
- Efficient estimation of integrated volatility functionals via multiscale jackknife (Q1731750) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Glivenko-Cantelli theorems for integrated functionals of stochastic processes (Q2240872) (← links)
- High-frequency factor models and regressions (Q2305976) (← links)
- Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973) (← links)
- Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
- ETF basket-adjusted covariance estimation (Q6108294) (← links)
