High-Frequency Financial Econometrics
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Published By Princeton University Press

9781400850327

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Notation

High-Frequency Financial Econometrics ◽

10.1515/9781400850327-002 ◽

2014 ◽

pp. xxiii-xxiv

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Chapter 8. Estimating Spot Volatility

High-Frequency Financial Econometrics ◽

10.1515/9781400850327-012 ◽

2014 ◽

pp. 259-298

Keyword(s):

Spot Volatility

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Introduction

High-Frequency Financial Econometrics ◽

10.1515/9781400850327-009 ◽

2014 ◽

pp. 167-168

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High-Frequency Financial Econometrics ◽

10.1515/9781400850327-toc ◽

2014 ◽

pp. vii-xvi

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Preface

High-Frequency Financial Econometrics ◽

10.1515/9781400850327-001 ◽

2014 ◽

pp. xvii-xxii

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Chapter 6. Estimating Integrated Volatility: The Base Case with No Noise and Equidistant Observations

High-Frequency Financial Econometrics ◽

10.1515/9781400850327-010 ◽

2014 ◽

pp. 169-208

Keyword(s):

Base Case ◽

Integrated Volatility

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Chapter 11. Finer Analysis of Jumps: The Degree of Jump Activity

High-Frequency Financial Econometrics ◽

10.1515/9781400850327-016 ◽

2014 ◽

pp. 393-428 ◽

Cited By ~ 1

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Chapter 3. Introduction to Asymptotic Theory: Volatility Estimation for a Continuous Process

High-Frequency Financial Econometrics ◽

10.1515/9781400850327-006 ◽

2014 ◽

pp. 83-108

Keyword(s):

Asymptotic Theory ◽

Continuous Process ◽

Volatility Estimation

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Chapter 10. Testing for Jumps

High-Frequency Financial Econometrics ◽

10.1515/9781400850327-015 ◽

2014 ◽

pp. 329-392

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Chapter 14. Co-jumps

High-Frequency Financial Econometrics ◽

10.1515/9781400850327-019 ◽

2014 ◽

pp. 453-476

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High-Frequency Financial Econometrics
Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Princeton University Press

Notation

Chapter 8. Estimating Spot Volatility

Introduction

Contents

Preface

Chapter 6. Estimating Integrated Volatility: The Base Case with No Noise and Equidistant Observations

Chapter 11. Finer Analysis of Jumps: The Degree of Jump Activity

Chapter 3. Introduction to Asymptotic Theory: Volatility Estimation for a Continuous Process

Chapter 10. Testing for Jumps

Chapter 14. Co-jumps

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High-Frequency Financial EconometricsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Princeton University Press

Notation

Chapter 8. Estimating Spot Volatility

Introduction

Contents

Preface

Chapter 6. Estimating Integrated Volatility: The Base Case with No Noise and Equidistant Observations

Chapter 11. Finer Analysis of Jumps: The Degree of Jump Activity

Chapter 3. Introduction to Asymptotic Theory: Volatility Estimation for a Continuous Process

Chapter 10. Testing for Jumps

Chapter 14. Co-jumps

High-Frequency Financial Econometrics
Latest Publications