Pages that link to "Item:Q841480"

The following pages link to Bipower-type estimation in a noisy diffusion setting (Q841480):

Displaying 38 items.

• Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
• Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
• On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800) (← links)
• Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling (Q402723) (← 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 estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← links)
• New tests for jumps in semimartingale models (Q625314) (← links)
• Functional stable limit theorems for quasi-efficient spectral covolatility estimators (Q744976) (← links)
• Limit theorems for moving averages of discretized processes plus noise (Q973875) (← links)
• Real-time estimation scheme for the spot cross volatility of jump diffusion processes (Q982924) (← links)
• Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
• Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
• Large-dimensional factor modeling based on high-frequency observations (Q1739630) (← links)
• The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times (Q1739634) (← links)
• Testing for jumps and jump intensity path dependence (Q1753059) (← links)
• Model checks for the volatility under microstructure noise (Q1932237) (← links)
• Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
• Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
• Dependent microstructure noise and integrated volatility estimation from high-frequency data (Q2182144) (← links)
• Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise (Q2219235) (← links)
• The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
• Spot volatility estimation using delta sequences (Q2339119) (← links)
• Econometrics of co-jumps in high-frequency data with noise (Q2343752) (← links)
• ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
• On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps (Q2864671) (← links)
• The Double Gaussian Approximation for High Frequency Data (Q2911663) (← links)
• Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models (Q2911696) (← links)
• ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS (Q2986522) (← links)
• A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
• Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240) (← links)
• The Estimation of Leverage Effect With High-Frequency Data (Q4975343) (← links)
• A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY (Q4979933) (← links)
• Testing for Jump Spillovers Without Testing for Jumps (Q5120659) (← links)
• ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS (Q5741621) (← links)
• On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
• (Q5879927) (← links)
• Testing for jumps with robust spot volatility estimators (Q6490929) (← links)