Pages that link to "Item:Q2859081"
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The following pages link to The Realized Laplace Transform of Volatility (Q2859081):
Displayed 30 items.
- Inference theory for volatility functional dependencies (Q284294) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies (Q744376) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
- Mixed-scale jump regressions with bootstrap inference (Q1676389) (← links)
- Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
- Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation (Q1751974) (← links)
- Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
- Volatility coupling (Q2054472) (← links)
- Large deviation principles of realized Laplace transform of volatility (Q2116475) (← links)
- Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options (Q2239273) (← links)
- Glivenko-Cantelli theorems for integrated functionals of stochastic processes (Q2240872) (← links)
- Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise (Q2318293) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
- Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973) (← links)
- Testing the characteristics of a Lévy process (Q2447654) (← links)
- Efficient estimation of integrated volatility in presence of infinite variation jumps (Q2510826) (← links)
- Volatility activity: specification and estimation (Q2512607) (← links)
- Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps with Multiple Activity Indices (Q2956058) (← links)
- ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION (Q2976209) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (Q2986526) (← links)
- Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data (Q3387056) (← links)
- Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (Q4916500) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130) (← links)
- Time-Varying Periodicity in Intraday Volatility (Q5208074) (← links)
- Near-optimal estimation of jump activity in semimartingales (Q5963516) (← links)