Pages that link to "Item:Q1932237"
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The following pages link to Model checks for the volatility under microstructure noise (Q1932237):
Displaying 10 items.
- Inference from high-frequency data: a subsampling approach (Q515131) (← links)
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- Estimation of integrated volatility of volatility with applications to goodness-of-fit testing (Q888485) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
- Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
- Multidimensional specification test based on non-stationary time series (Q2161017) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)
