Pages that link to "Item:Q3646972"
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The following pages link to Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations (Q3646972):
Displaying 5 items.
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data (Q2451774) (← links)
- Simple factor realized stochastic volatility models (Q2693373) (← links)
- Multivariate elliptic processes (Q6573276) (← links)
- Do price trajectory data increase the efficiency of market impact estimation? (Q6587733) (← links)
