Pages that link to "Item:Q2893209"

The following pages link to Discrete sine transform for multi-scale realized volatility measures (Q2893209):

Displaying 9 items.

• Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
• Estimating quadratic variation when quoted prices change by a constant increment (Q737253) (← links)
• Ultra high frequency volatility estimation with dependent microstructure noise (Q737274) (← links)
• Functional stable limit theorems for quasi-efficient spectral covolatility estimators (Q744976) (← links)
• Microstructure noise in the continuous case: approximate efficiency of the adaptive pre-averaging method (Q2347451) (← links)
• Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach (Q2642802) (← links)
• Volatility Estimation Based on High-Frequency Data (Q3112466) (← links)
• The Volatility of Realized Volatility (Q3539863) (← links)
• Spectral Estimation of Covolatility from Noisy Observations Using Local Weights (Q5413944) (← links)