Pages that link to "Item:Q2430259"
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The following pages link to Zero-intelligence realized variance estimation. (Q2430259):
Displaying 22 items.
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
- Inference from high-frequency data: a subsampling approach (Q515131) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Integrated volatility and round-off error (Q605018) (← links)
- Realised quantile-based estimation of the integrated variance (Q736690) (← links)
- Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702) (← links)
- Covariance measurement in the presence of non-synchronous trading and market microstructure noise (Q737261) (← links)
- Order scoring, bandit learning and order cancellations (Q2115951) (← links)
- Bias-optimal vol-of-vol estimation: the role of window overlapping (Q2145695) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- A MATHEMATICAL APPROACH TO ORDER BOOK MODELING (Q2853371) (← links)
- Estimation of quarticity with high-frequency data (Q2873034) (← links)
- Stochastic volatility models including open, close, high and low prices (Q2893203) (← links)
- Long-Time Behavior of a Hawkes Process--Based Limit Order Book (Q3456836) (← links)
- Volatility is rough (Q4554473) (← links)
- Modelling intensities of order flows in a limit order book (Q4555100) (← links)
- Pricing under rough volatility (Q5001177) (← links)
- The Zumbach effect under rough Heston (Q5121491) (← links)
- Options on realized variance by transform methods: a non-affine stochastic volatility model (Q5745637) (← links)
- The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets (Q5863642) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- Disentangling Sources of High Frequency Market Microstructure Noise (Q6617733) (← links)
