Pages that link to "Item:Q2986522"

The following pages link to ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS (Q2986522):

Displaying 7 items.

• Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776) (← links)
• Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← links)
• On a spiked model for large volatility matrix estimation from noisy high-frequency data (Q1615279) (← links)
• Estimating the integrated volatility using high-frequency data with zero durations (Q1745612) (← links)
• Determining the integrated volatility via limit order books with multiple records (Q4555173) (← links)
• Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)
• (Q5237656) (← links)