Pages that link to "Item:Q544491"
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The following pages link to The speed of convergence of the threshold estimator of integrated variance (Q544491):
Displaying 16 items.
- Quarticity and other functionals of volatility: efficient estimation (Q366987) (← links)
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Optimum thresholding using mean and conditional mean squared error (Q1739640) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes (Q2196535) (← links)
- Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)
- Truncated realized covariance when prices have infinite variation jumps (Q2359710) (← links)
- Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)
- Measuring the relevance of the microstructure noise in financial data (Q2447651) (← links)
- Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (Q2448716) (← links)
- Efficient estimation of integrated volatility in presence of infinite variation jumps (Q2510826) (← links)
- A remark on the rates of convergence for integrated volatility estimation in the presence of jumps (Q2510829) (← links)
- Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps with Multiple Activity Indices (Q2956058) (← links)
- Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)
- Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585) (← links)
- Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)
