Pages that link to "Item:Q5093928"
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The following pages link to Validity of Edgeworth expansions for realized volatility estimators (Q5093928):
Displaying 7 items.
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- Edgeworth corrections for spot volatility estimator (Q2006760) (← links)
- Edgeworth expansion for the pre-averaging estimator (Q2408996) (← links)
- Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)
- BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE (Q5357388) (← links)
- A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
- Empirical likelihood for high frequency data (Q6626337) (← links)
