Pages that link to "Item:Q5421244"
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The following pages link to On a real-time scheme for the estimation of volatility (Q5421244):
Displaying 5 items.
- Real-time estimation scheme for the spot cross volatility of jump diffusion processes (Q982924) (← links)
- Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis (Q1684768) (← links)
- Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
- A central limit theorem for the functional estimation of the spot volatility (Q3405601) (← links)
- Real-time scheme for the volatility estimation in the presence of microstructure noise (Q5502860) (← links)
