Pages that link to "Item:Q506040"
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The following pages link to Estimation of integrated quadratic covariation with endogenous sampling times (Q506040):
Displaying 10 items.
- Time endogeneity and an optimal weight function in pre-averaging covariance estimation (Q523444) (← links)
- Efficient asymptotic variance reduction when estimating volatility in high frequency data (Q1668576) (← links)
- Statistical inference for the doubly stochastic self-exciting process (Q1750090) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
- Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market (Q2658782) (← links)
- ETF basket-adjusted covariance estimation (Q6108294) (← links)
- Nonparametric estimation for high-frequency data incorporating trading information (Q6199631) (← links)
- Laplace Estimator of Integrated Volatility When Sampling Times Are Endogenous (Q6620891) (← links)
- Local Parametric Estimation in High Frequency Data (Q6626343) (← links)
