Pages that link to "Item:Q411549"

The following pages link to Estimation of the instantaneous volatility (Q411549):

Displaying 13 items.

• Quarticity and other functionals of volatility: efficient estimation (Q366987) (← links)
• Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
• Testing the local volatility assumption: a statistical approach (Q470421) (← links)
• Testing for non-correlation between price and volatility jumps (Q515135) (← links)
• Estimation of integrated volatility of volatility with applications to goodness-of-fit testing (Q888485) (← links)
• Real-time estimation scheme for the spot cross volatility of jump diffusion processes (Q982924) (← links)
• Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise (Q1952081) (← links)
• Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
• Optimal kernel estimation of spot volatility of stochastic differential equations (Q2186644) (← links)
• Nonparametric range-based double smoothing spot volatility estimation for diffusion models (Q2210240) (← links)
• Spot volatility estimation using delta sequences (Q2339119) (← links)
• Estimation of Volatility Functionals: The Case of a $$\sqrt{n}$$ Window (Q4560345) (← links)
• Bootstrapping Laplace transforms of volatility (Q6088832) (← links)