Pages that link to "Item:Q5418636"
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The following pages link to An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636):
Displaying 4 items.
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
- Estimation of Correlation Between Latent Processes (Q4976496) (← links)
