Pages that link to "Item:Q3145567"
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The following pages link to Estimation of Correlation for Continuous Semimartingales (Q3145567):
Displayed 5 items.
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Estimation of integrated volatility of volatility with applications to goodness-of-fit testing (Q888485) (← links)
- Estimation of the discontinuous leverage effect: evidence from the NASDAQ order book (Q1740289) (← links)
- A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
- Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498) (← links)