3

Random aggregation with applications in high-frequency finance

Year:
2011
Language:
english
File:
PDF, 406 KB
english, 2011
6

Correcting microstructure comovement biases for integrated covariance

Year:
2010
Language:
english
File:
PDF, 234 KB
english, 2010
9

Bias-corrected realized variance

Year:
2016
Language:
english
File:
PDF, 809 KB
english, 2016
11

Random Aggregation with Applications in High-Frequency Finance

Year:
2010
Language:
english
File:
PDF, 315 KB
english, 2010
12

A Noise-Robust Estimator of Volatility Based on Interquantile Ranges

Year:
2009
Language:
english
File:
PDF, 412 KB
english, 2009