Pages that link to "Item:Q523444"
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The following pages link to Time endogeneity and an optimal weight function in pre-averaging covariance estimation (Q523444):
Displaying 7 items.
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- Optimal restricted quadratic estimator of integrated volatility (Q287536) (← links)
- Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- Estimation of the discontinuous leverage effect: evidence from the NASDAQ order book (Q1740289) (← links)
- Asymptotic properties of the realized skewness and related statistics (Q2317879) (← links)
- Inference for Multi‐dimensional High‐frequency Data with an Application to Conditional Independence Testing (Q2835311) (← links)
