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Keyword [Microstructure noise]
Result: 1 - 10 | Page: 1 of 1
1.
The Statistical Inference Of Some Characteristics On High Frequency Data
2.
Research On Modeling Intraday Volatility Of High-frequency Financial Time Series
3.
Asset Allocation Based On The High-frequency Financial Data In The Presence Of Noise And Jumps
4.
Jump Testing Of Price Process With Microstructure Noise Based On High Frequency Financial Data And Its Application In The Study Of Volatility Arbitrage Strategy
5.
Nonparametric Estimation Of Diffusion Process Under Noise And Its Application In Option Pricing
6.
Time Series Heteroscedasticity Modeling And Its Application
7.
Volatility Forecasting Based On High-frequency Data And Microstructure Noise:Empirical Study
8.
Research On The Volatility Of High-frequency Data Based On The HAR Fam-ily Model
9.
Pre-average Nonparametric Estimation Of Noise Jump-diffusion Process And Its Application
10.
Lt(?) Semimartingale Testing Under Microstructure Noise
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