Pages that link to "Item:Q470517"
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The following pages link to A Gaussian calculus for inference from high frequency data (Q470517):
Displaying 9 items.
- On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800) (← links)
- Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579) (← links)
- Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
- Bootstrapping realized multivariate volatility measures (Q528117) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050) (← links)
- Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
- ETF basket-adjusted covariance estimation (Q6108294) (← links)
- Optimal Execution with Quadratic Variation Inventories (Q6169622) (← links)
