Pages that link to "Item:Q4612494"
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The following pages link to Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance (Q4612494):
Displaying 13 items.
- A universal approach to estimate the conditional variance in semimartingale limit theorems (Q825055) (← links)
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- Efficient estimation of integrated volatility functionals via multiscale jackknife (Q1731750) (← links)
- The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times (Q1739634) (← links)
- A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
- Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- Glivenko-Cantelli theorems for integrated functionals of stochastic processes (Q2240872) (← links)
- The observed asymptotic variance: hard edges, and a regression approach (Q2658793) (← links)
- Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)
- Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) (← links)
- High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times (Q6199636) (← links)
