Pages that link to "Item:Q4560345"
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The following pages link to Estimation of Volatility Functionals: The Case of a $$\sqrt{n}$$ Window (Q4560345):
Displayed 9 items.
- Efficient estimation of integrated volatility functionals via multiscale jackknife (Q1731750) (← links)
- The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times (Q1739634) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Statistical inferences for price staleness (Q2190239) (← links)
- Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
- Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas (Q6149866) (← links)
- High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times (Q6199636) (← links)