Pages that link to "Item:Q981001"

The following pages link to Realized volatility with stochastic sampling (Q981001):

Displaying 20 items.

• Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
• A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
• Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling (Q402723) (← links)
• Efficient discretization of stochastic integrals (Q471177) (← links)
• Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
• Time endogeneity and an optimal weight function in pre-averaging covariance estimation (Q523444) (← links)
• Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
• Discretization error of stochastic integrals (Q640062) (← links)
• Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← links)
• Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering (Q2174790) (← links)
• Asymptotic properties of the realized skewness and related statistics (Q2317879) (← links)
• Microstructure noise in the continuous case: approximate efficiency of the adaptive pre-averaging method (Q2347451) (← links)
• Volatility inference in the presence of both endogenous time and microstructure noise (Q2447650) (← links)
• Inference for Multi‐dimensional High‐frequency Data with an Application to Conditional Independence Testing (Q2835311) (← links)
• REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
• ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS (Q5741621) (← links)
• (Q5879927) (← links)
• Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics (Q6054436) (← links)
• Integrated variance of irregularly spaced high-frequency data: a state space approach based on pre-averaging (Q6553232) (← links)
• The SIML method without microstructure noise (Q6670081) (← links)