Pages that link to "Item:Q3653354"
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The following pages link to Realized kernels in practice: trades and quotes (Q3653354):
Displayed 7 items.
- Jump robust daily covariance estimation by disentangling variance and correlation components (Q1927084) (← links)
- Zero-intelligence realized variance estimation. (Q2430259) (← links)
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
- Volatility Estimation Based on High-Frequency Data (Q3112466) (← links)
- Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection (Q4916473) (← links)
- A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY (Q4979933) (← links)
- An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)