Pages that link to "Item:Q736690"

The following pages link to Realised quantile-based estimation of the integrated variance (Q736690):

Displaying 28 items.

• On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800) (← links)
• A Gaussian calculus for inference from high frequency data (Q470517) (← links)
• Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
• Inference from high-frequency data: a subsampling approach (Q515131) (← links)
• Jump-robust volatility estimation using nearest neighbor truncation (Q527978) (← links)
• Subsampling high frequency data (Q530605) (← links)
• Large deviations of realized volatility (Q665439) (← links)
• Realised quantile-based estimation of the integrated variance (Q736690) (← links)
• Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data (Q736693) (← links)
• Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
• The effect of infrequent trading on detecting price jumps (Q1633220) (← links)
• Jump robust daily covariance estimation by disentangling variance and correlation components (Q1927084) (← links)
• Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise (Q2219235) (← links)
• Second-order properties of thresholded realized power variations of FJA additive processes (Q2330961) (← links)
• Measuring the relevance of the microstructure noise in financial data (Q2447651) (← links)
• Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
• Three-point approach for estimating integrated volatility and integrated covariance (Q2879047) (← links)
• The Benefits of Bagging for Forecast Models of Realized Volatility (Q3063858) (← links)
• Volatility Estimation Based on High-Frequency Data (Q3112466) (← links)
• A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY (Q4979933) (← links)
• ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
• Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements (Q5037040) (← links)
• Detecting price jumps in the presence of market microstructure noise (Q5228603) (← links)
• Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)
• ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (Q5371156) (← links)
• On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
• The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets (Q5863642) (← links)
• Testing for jumps with robust spot volatility estimators (Q6490929) (← links)