Pages that link to "Item:Q2893211"
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The following pages link to Fourier volatility forecasting with high-frequency data and microstructure noise (Q2893211):
Displayed 3 items.
- A Fourier transform method for nonparametric estimation of multivariate volatility (Q2388987) (← links)
- Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model (Q5068083) (← links)
- On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (Q5086397) (← links)