Pages that link to "Item:Q4822456"

The following pages link to Power variation and stochastic volatility: a review and some new results (Q4822456):

Displaying 9 items.

• MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
• Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
• Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482) (← links)
• Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
• Convergence in total variation to a mixture of Gaussian laws (Q1634366) (← links)
• Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors (Q2029208) (← links)
• Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator (Q2337821) (← links)
• On statistical indistinguishability of complete and incomplete discrete time market models (Q6089405) (← links)
• A central limit theorem for some generalized martingale arrays (Q6138088) (← links)