Pages that link to "Item:Q3405601"
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The following pages link to A central limit theorem for the functional estimation of the spot volatility (Q3405601):
Displaying 6 items.
- Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis (Q1684768) (← links)
- Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- Estimating spot volatility with high-frequency financial data (Q2451790) (← links)
- An integrated cross-volatility estimation for asynchronous noisy data (Q2892937) (← links)
- Testing for jumps with robust spot volatility estimators (Q6490929) (← links)
