Pages that link to "Item:Q737276"

The following pages link to Edgeworth expansions for realized volatility and related estimators (Q737276):

Displaying 18 items.

• Out of sample forecasts of quadratic variation (Q299250) (← links)
• Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (Q299254) (← links)
• Cornish-Fisher expansions about the \(F\)-distribution (Q419561) (← links)
• Expansions about the gamma for the distribution and quantiles of a standard estimate (Q479178) (← links)
• Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
• Bootstrapping realized multivariate volatility measures (Q528117) (← links)
• Large deviations of realized volatility (Q665439) (← links)
• Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
• Estimating covariation: Epps effect, microstructure noise (Q737259) (← links)
• Ultra high frequency volatility estimation with dependent microstructure noise (Q737274) (← links)
• High frequency market microstructure noise estimates and liquidity measures (Q1018630) (← links)
• Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity (Q1652951) (← links)
• Edgeworth corrections for spot volatility estimator (Q2006760) (← links)
• A fuzzy multifactor asset pricing model (Q2151671) (← links)
• Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
• Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
• Edgeworth–Cornish–Fisher–Hill–Davis expansions for normal and non-normal limits via Bell polynomials (Q2804010) (← links)
• Sequential Monte Carlo methods for stochastic volatility models: a review (Q3008580) (← links)