The following pages link to Roel C. A. Oomen (Q295395):
Displayed 12 items.
- Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach (Q295396) (← links)
- (Q736689) (redirect page) (← links)
- Realised quantile-based estimation of the integrated variance (Q736690) (← links)
- Covariance measurement in the presence of non-synchronous trading and market microstructure noise (Q737261) (← links)
- The drift burst hypothesis (Q2116347) (← links)
- Zero-intelligence realized variance estimation. (Q2430259) (← links)
- High-dimensional covariance forecasting for short intra-day horizons (Q3064018) (← links)
- Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? (Q3539874) (← links)
- Execution in an aggregator (Q4555085) (← links)
- Last look (Q4555124) (← links)
- Price signatures (Q5234334) (← links)
- AI-driven liquidity provision in OTC financial markets (Q6158383) (← links)