Pages that link to "Item:Q660057"

The following pages link to Inference for volatility-type objects and implications for hedging (Q660057):

Displaying 14 items.

• Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
• Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
• A Gaussian calculus for inference from high frequency data (Q470517) (← links)
• Implied and realized volatility: empirical model selection (Q470518) (← links)
• Financial options and statistical prediction intervals (Q1431433) (← links)
• The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times (Q1739634) (← links)
• A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
• Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256) (← links)
• Nonparametric range-based double smoothing spot volatility estimation for diffusion models (Q2210240) (← links)
• Spot volatility estimation using delta sequences (Q2339119) (← links)
• Estimating spot volatility with high-frequency financial data (Q2451790) (← links)
• NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
• (Q5237656) (← links)
• Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) (← links)