Pages that link to "Item:Q936399"
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The following pages link to Estimation of the volatility persistence in a discretely observed diffusion model (Q936399):
Displaying 15 items.
- Integrated volatility and round-off error (Q605018) (← links)
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
- Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)
- Adaptive wavelet estimation of the diffusion coefficient under additive error measurements (Q1930660) (← links)
- Pathwise least-squares estimator for linear SPDEs with additive fractional noise (Q2136653) (← links)
- Statistical inference for Vasicek-type model driven by Hermite processes (Q2274256) (← links)
- A general class of multifractional processes and stock price informativeness (Q2313541) (← links)
- Extreme-strike asymptotics for general Gaussian stochastic volatility models (Q2422124) (← links)
- Stochastic Volatility and Multifractional Brownian Motion (Q2914791) (← links)
- Volatility is rough (Q4554473) (← links)
- A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations (Q5114816) (← links)
- Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics (Q6054436) (← links)
- Optimal estimation of the rough Hurst parameter in additive noise (Q6123285) (← links)
- Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)
