Pages that link to "Item:Q3225026"

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The following pages link to STATISTICAL CAUSES FOR THE EPPS EFFECT IN MICROSTRUCTURE NOISE (Q3225026):

Displayed 3 items.

High-dimensional realized covariance estimation: a parametric approach (Q5051983) ‎ (← links)
A closed-form formula characterization of the Epps effect (Q5121493) ‎ (← links)
Malliavin--Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms (Q5146684) ‎ (← links)

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