Pages that link to "Item:Q737273"

The following pages link to Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations (Q737273):

Displayed 14 items.

• Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) ‎ (← links)
• Data-based ranking of realised volatility estimators (Q530606) ‎ (← links)
• Bias-corrected realized variance under dependent microstructure noise (Q543443) ‎ (← links)
• Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702) ‎ (← links)
• Optimal design of Fourier estimator in the presence of microstructure noise (Q1623566) ‎ (← links)
• Adaptive wavelet estimation of the diffusion coefficient under additive error measurements (Q1930660) ‎ (← links)
• Microstructure noise in the continuous case: the pre-averaging approach (Q2389230) ‎ (← links)
• Assessing the quality of volatility estimators via option pricing (Q2509440) ‎ (← links)
• Realized Volatility: A Review (Q3539862) ‎ (← links)
• MODEL-FREE IMPLIED VOLATILITY: FROM SURFACE TO INDEX (Q5198953) ‎ (← links)
• Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) ‎ (← links)
• Modelling microstructure noise with mutually exciting point processes (Q5746743) ‎ (← links)
• Bias-corrected realized variance (Q5860901) ‎ (← links)
• Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas (Q6149866) ‎ (← links)