Pages that link to "Item:Q4619498"
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The following pages link to High-frequency volatility of volatility estimation free from spot volatility estimates (Q4619498):
Displaying 6 items.
- Bias-optimal vol-of-vol estimation: the role of window overlapping (Q2145695) (← links)
- Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
- Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297) (← links)
- Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050) (← links)
- Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240) (← links)
- Volatility of volatility and leverage effect from options (Q6118716) (← links)
