Pages that link to "Item:Q3408516"

The following pages link to LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS (Q3408516):

Displaying 43 items.

• Monitoring disruptions in financial markets (Q291846) (← links)
• A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
• Efficient estimation of integrated volatility incorporating trading information (Q311638) (← links)
• Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
• Jump-robust volatility estimation using nearest neighbor truncation (Q527978) (← links)
• Time-varying leverage effects (Q527980) (← links)
• Bootstrapping realized multivariate volatility measures (Q528117) (← links)
• Subsampling high frequency data (Q530605) (← links)
• Limit theorems in the Fourier transform method for the estimation of multivariate volatility (Q544506) (← links)
• Stationary infinitely divisible processes (Q642197) (← links)
• Large deviations of realized volatility (Q665439) (← links)
• Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246) (← links)
• The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets (Q737260) (← links)
• High-frequency returns, jumps and the mixture of normals hypothesis (Q737271) (← links)
• Box-Cox transforms for realized volatility (Q737272) (← links)
• A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275) (← links)
• Subsampling realised kernels (Q737277) (← links)
• Functional data analysis for volatility (Q738082) (← links)
• A note on the central limit theorem for bipower variation of general functions (Q927926) (← links)
• Estimation of quadratic variation for two-parameter diffusions (Q1016633) (← links)
• Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
• Is it Brownian or fractional Brownian motion? (Q1670157) (← links)
• Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
• Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493) (← links)
• Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050) (← links)
• A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
• A Fourier transform method for nonparametric estimation of multivariate volatility (Q2388987) (← links)
• Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
• Limit theorems for multipower variation in the presence of jumps (Q2495383) (← links)
• Stationary bootstrapping realized volatility (Q2637373) (← links)
• On a set of data for the membrane potential in a neuron (Q2643360) (← links)
• An Unbiased Measure of Integrated Volatility in the Frequency Domain (Q2789386) (← links)
• Estimation of quarticity with high-frequency data (Q2873034) (← links)
• Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions (Q2911667) (← links)
• Sequential Monte Carlo methods for stochastic volatility models: a review (Q3008580) (← links)
• Realized Volatility: A Review (Q3539862) (← links)
• INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES (Q3557544) (← links)
• Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets (Q3611809) (← links)
• Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152) (← links)
• Realized Multi-Power Variation Process for Jump Detection in the Nigerian All Share Index (Q5029310) (← links)
• NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (Q5187622) (← links)
• IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
• Near-optimal estimation of jump activity in semimartingales (Q5963516) (← links)