Pages that link to "Item:Q308366"
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The following pages link to Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366):
Displaying 3 items.
- Testing for mutually exciting jumps and financial flights in high frequency data (Q1680187) (← links)
- The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times (Q1739634) (← links)
- Estimation of the discontinuous leverage effect: evidence from the NASDAQ order book (Q1740289) (← links)
