Pages that link to "Item:Q713209"
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The following pages link to Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209):
Displaying 12 items.
- Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
- Testing for simultaneous jumps in case of asynchronous observations (Q1750093) (← links)
- A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
- Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
- Econometrics of co-jumps in high-frequency data with noise (Q2343752) (← links)
- Microstructure noise in the continuous case: approximate efficiency of the adaptive pre-averaging method (Q2347451) (← links)
- Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (Q2347453) (← links)
- Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps (Q2355172) (← links)
- Volatility inference in the presence of both endogenous time and microstructure noise (Q2447650) (← links)
- Limit theorems for random walks under irregular conductance (Q2448575) (← links)
- ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS (Q5741621) (← links)
- On the estimation of the jump activity index in the case of random observation times (Q6176238) (← links)
