Pages that link to "Item:Q1731750"
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The following pages link to Efficient estimation of integrated volatility functionals via multiscale jackknife (Q1731750):
Displaying 11 items.
- Efficient estimation of integrated volatility functionals via multiscale jackknife (Q1731750) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Power variations for a class of Brown-Resnick processes (Q2191423) (← links)
- Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050) (← links)
- Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
- ETF basket-adjusted covariance estimation (Q6108294) (← links)
- High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times (Q6199636) (← links)
- Nonparametric estimation of quadratic variation using high-frequency data (Q6551463) (← links)
- Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths (Q6617799) (← links)
