Pages that link to "Item:Q721137"
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The following pages link to Separating information maximum likelihood method for high-frequency financial data (Q721137):
Displayed 5 items.
- A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- Comparing estimation methods of non-stationary errors-in-variables models (Q2195520) (← links)
- Term structure models during the global financial crisis: a parsimonious text mining approach (Q2326980) (← links)