Pages that link to "Item:Q3539868"
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The following pages link to Nonparametric Estimation Methods of Integrated Multivariate Volatilities (Q3539868):
Displayed 6 items.
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Estimation of the lead-lag parameter from non-synchronous data (Q1952430) (← links)
- A Fourier transform method for nonparametric estimation of multivariate volatility (Q2388987) (← links)
- Realized Volatility and Long Memory: An Overview (Q3539861) (← links)
- Realized Volatility: A Review (Q3539862) (← links)