Pages that link to "Item:Q927926"

The following pages link to A note on the central limit theorem for bipower variation of general functions (Q927926):

Displaying 22 items.

• Testing the local volatility assumption: a statistical approach (Q470421) (← links)
• Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
• Multipower variation for Brownian semistationary processes (Q654402) (← links)
• Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← 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)
• Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
• Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
• Statistical inferences for price staleness (Q2190239) (← links)
• High-frequency asymptotics for path-dependent functionals of Itô semimartingales (Q2258821) (← links)
• Asymptotic properties of the realized skewness and related statistics (Q2317879) (← links)
• A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
• Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135) (← links)
• Intraday Serial Correlation,Volatility, and Jump: Evidence from China's Stock Market (Q3178528) (← links)
• REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
• A central limit theorem for the functional estimation of the spot volatility (Q3405601) (← links)
• Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152) (← links)
• Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure (Q4921595) (← links)
• Realized Multi-Power Variation Process for Jump Detection in the Nigerian All Share Index (Q5029310) (← links)
• An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
• Volatility measurement with pockets of extreme return persistence (Q6090561) (← links)
• Expected, unexpected, good and bad aggregate uncertainty (Q6138243) (← links)