Pages that link to "Item:Q2873034"
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The following pages link to Estimation of quarticity with high-frequency data (Q2873034):
Displayed 7 items.
- A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
- Efficient asymptotic variance reduction when estimating volatility in high frequency data (Q1668576) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297) (← links)
- Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050) (← links)
- High-frequency volatility of volatility estimation free from spot volatility estimates (Q4619498) (← links)
- Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240) (← links)