Pages that link to "Item:Q4619499"
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The following pages link to Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (Q4619499):
Displaying 5 items.
- Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
- Estimation of long memory in volatility using wavelets (Q2691712) (← links)
- Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)
- On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
- Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus (Q6108884) (← links)
