Pages that link to "Item:Q2469643"
From MaRDI portal
The following pages link to Are volatility estimators robust with respect to modeling assumptions? (Q2469643):
Displayed 7 items.
- A branching particle approximation to a filtering micromovement model of asset price (Q453787) (← links)
- Integrated volatility and round-off error (Q605018) (← links)
- Limit theorems for moving averages of discretized processes plus noise (Q973875) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Microstructure noise in the continuous case: the pre-averaging approach (Q2389230) (← links)
- A new microstructure noise index (Q3019507) (← links)
- Risk Minimization for a Filtering Micromovement Model of Asset Price (Q3565104) (← links)