Pages that link to "Item:Q1739634"
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The following pages link to The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times (Q1739634):
Displaying 8 items.
- Editorial for the special issue on financial engineering and risk management for JoE (Q1739626) (← links)
- A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
- The observed asymptotic variance: hard edges, and a regression approach (Q2658793) (← links)
- Robust covariance estimation with noisy high-frequency financial data (Q5051327) (← links)
- The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data (Q5146046) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) (← links)
- High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times (Q6199636) (← links)
