Pages that link to "Item:Q981001"

The following pages link to Realized volatility with stochastic sampling (Q981001):

Displaying 7 items.

• A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
• Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling (Q402723) (← links)
• Efficient discretization of stochastic integrals (Q471177) (← links)
• Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
• Time endogeneity and an optimal weight function in pre-averaging covariance estimation (Q523444) (← links)
• Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
• Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← links)