Pages that link to "Item:Q737283"

The following pages link to Causality effects in return volatility measures with random times (Q737283):

Displaying 17 items.

• Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
• An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions (Q292134) (← links)
• Time endogeneity and an optimal weight function in pre-averaging covariance estimation (Q523444) (← links)
• Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations (Q737273) (← links)
• Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (Q737896) (← links)
• A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
• Microstructure noise in the continuous case: approximate efficiency of the adaptive pre-averaging method (Q2347451) (← links)
• Volatility inference in the presence of both endogenous time and microstructure noise (Q2447650) (← links)
• The dynamic mixed hitting-time model for multiple transaction prices and times (Q2451776) (← links)
• The Double Gaussian Approximation for High Frequency Data (Q2911663) (← links)
• Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
• Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
• Estimation of the integrated volatility using noisy high-frequency data with jumps and endogeneity (Q4638722) (← links)
• The Estimation of Leverage Effect With High-Frequency Data (Q4975343) (← links)
• State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954) (← links)
• ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS (Q5741621) (← links)
• Modeling and forecasting persistent financial durations (Q5864631) (← links)