Pages that link to "Item:Q2911663"
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The following pages link to The Double Gaussian Approximation for High Frequency Data (Q2911663):
Displaying 4 items.
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
- The Estimation of Leverage Effect With High-Frequency Data (Q4975343) (← links)
- A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
- Local Parametric Estimation in High Frequency Data (Q6626343) (← links)
