Pages that link to "Item:Q300776"
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The following pages link to Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776):
Displaying 3 items.
- Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← 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)