Pages that link to "Item:Q1431540"
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The following pages link to Realized power variation and stochastic volatility model (Q1431540):
Displaying 8 items.
- A universal approach to estimate the conditional variance in semimartingale limit theorems (Q825055) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (Q2986526) (← links)
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
- ARMA representation of integrated and realized variances (Q4458360) (← links)
- Some recent developments in stochastic volatility modelling (Q4646765) (← links)
- Power variation and stochastic volatility: a review and some new results (Q4822456) (← links)
- A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
- Asymptotic properties of power variations of Lévy processes (Q5429598) (← links)
