Pages that link to "Item:Q2873034"

The following pages link to Estimation of quarticity with high-frequency data (Q2873034):

Displaying 7 items.

• A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
• Efficient asymptotic variance reduction when estimating volatility in high frequency data (Q1668576) (← links)
• Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
• Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297) (← links)
• Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050) (← links)
• High-frequency volatility of volatility estimation free from spot volatility estimates (Q4619498) (← links)
• Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240) (← links)