Pages that link to "Item:Q5208074"
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The following pages link to Time-Varying Periodicity in Intraday Volatility (Q5208074):
Displaying 13 items.
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency (Q2079627) (← links)
- Inference on common intraday periodicity at high frequencies (Q2081769) (← links)
- Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
- The effect of intraday periodicity on realized volatility measures (Q2696331) (← links)
- Inference on volatility curve at high frequencies via functional data analysis (Q5867750) (← links)
- Volatility models for stylized facts of high‐frequency financial data (Q6135344) (← links)
- Intraday Periodic Volatility Curves (Q6567911) (← links)
- Inference for calendar effects in microstructure noise (Q6636848) (← links)
