Pages that link to "Item:Q506058"

The following pages link to Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058):

Displaying 10 items.

• Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
• Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
• Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity (Q1652951) (← links)
• Testing the eigenvalue structure of spot and integrated covariance (Q2155301) (← links)
• A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
• The local fractional bootstrap (Q4629286) (← links)
• Bootstrapping High-Frequency Jump Tests (Q5231507) (← links)
• A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
• A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
• Bootstrapping Laplace transforms of volatility (Q6088832) (← links)