The following pages link to Subsampling realised kernels (Q737277):
Displayed 5 items.
- Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (Q1023629) (← links)
- Assessing the quality of volatility estimators via option pricing (Q2509440) (← links)
- Volatility Estimation Based on High-Frequency Data (Q3112466) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection (Q4916473) (← links)