scholarly journals Adaptive testing method for ergodic diffusion processes based on high frequency data

2021 ◽  
Author(s):  
Tetsuya Kawai ◽  
Masayuki Uchida
Keyword(s):  
High Frequency ◽  
Diffusion Processes ◽  
Adaptive Testing ◽  
High Frequency Data ◽  
Frequency Data ◽  
Testing Method ◽  
Ergodic Diffusion

On measuring volatility of diffusion processes with high frequency data

2002 ◽  
Vol 74 (3) ◽  
pp. 371-378 ◽  
Author(s):  
Emilio Barucci ◽  
Roberto Renò
Keyword(s):  
High Frequency ◽  
Diffusion Processes ◽  
High Frequency Data ◽  
Frequency Data

Efficient Estimation of Volatility using High Frequency Data

2002 ◽  
Author(s):  
Gilles O. Zumbach ◽  
Fulvio Corsi ◽  
Adrian Trapletti
Keyword(s):  
High Frequency ◽  
Efficient Estimation ◽  
High Frequency Data ◽  
Frequency Data

Forecasting Exchange Rate Realized Volatility Through Decomposition Using High-Frequency Data

2017 ◽  
Author(s):  
Rim mname Lamouchi ◽  
Russell mname Davidson ◽  
Ibrahim mname Fatnassi ◽  
Abderazak Ben mname Maatoug
Keyword(s):  
Exchange Rate ◽  
High Frequency ◽  
Realized Volatility ◽  
High Frequency Data ◽  
Frequency Data
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