Pages that link to "Item:Q5472962"

The following pages link to The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions (Q5472962):

Displaying 42 items.

• MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
• An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions (Q292134) (← links)
• Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
• Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
• Spectral estimation for diffusions with random sampling times (Q311984) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
• Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702) (← links)
• Ultra high frequency volatility estimation with dependent microstructure noise (Q737274) (← links)
• Causality effects in return volatility measures with random times (Q737283) (← links)
• Functional data analysis for volatility (Q738082) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• Financial options and statistical prediction intervals (Q1431433) (← links)
• Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
• Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017) (← links)
• A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
• Estimating the integrated volatility using high-frequency data with zero durations (Q1745612) (← links)
• Estimators of diffusions with randomly spaced discrete observations: a general theory (Q1766133) (← links)
• Random discretization of stationary continuous time processes (Q2036302) (← links)
• Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
• The term structure of equity and variance risk premia (Q2224879) (← links)
• Piecewise linear density estimation for sampled data (Q2261898) (← links)
• Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• A Fourier transform method for nonparametric estimation of multivariate volatility (Q2388987) (← links)
• Volatility inference in the presence of both endogenous time and microstructure noise (Q2447650) (← links)
• Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
• Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market (Q2658782) (← links)
• Nonparametric Estimation of Volatility Function with Variable Bandwidth Parameter (Q2873949) (← links)
• Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
• ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS (Q2986522) (← links)
• ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
• REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
• Estimation of the integrated volatility using noisy high-frequency data with jumps and endogeneity (Q4638722) (← links)
• VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS (Q4906543) (← links)
• ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
• Least-square estimators in linear regression models under negatively superadditive dependent random observations (Q5023870) (← links)
• A new estimating function for discretely sampled diffusions (Q5430546) (← links)
• A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates (Q5485113) (← links)
• ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE (Q6039855) (← links)
• Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)
• Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638) (← links)