Pages that link to "Item:Q2339119"
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The following pages link to Spot volatility estimation using delta sequences (Q2339119):
Displayed 17 items.
- Common price and volatility jumps in noisy high-frequency data (Q1657876) (← links)
- Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- Occupation density estimation for noisy high-frequency data (Q2116333) (← links)
- The drift burst hypothesis (Q2116347) (← links)
- Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
- Optimal kernel estimation of spot volatility of stochastic differential equations (Q2186644) (← links)
- Nonparametric range-based double smoothing spot volatility estimation for diffusion models (Q2210240) (← links)
- Glivenko-Cantelli theorems for integrated functionals of stochastic processes (Q2240872) (← links)
- Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
- NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS (Q5176864) (← links)
- Uniform convergence rates for spot volatility estimation (Q6064073) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)
- Drift burst test statistic in the presence of infinite variation jumps (Q6171672) (← links)
- Nonparametric Bayesian volatility learning under microstructure noise (Q6176240) (← links)
- On the convergence of two types of estimators of quadratic variation (Q6182335) (← links)
- Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach (Q6190639) (← links)