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Showing 1 to 5 of 5 for “"integrated variance"”.

  1. Jump Variation in High-Frequency Asset Returns: New Estimation Methods

    … several of which being conditional daily return variance and its components jump variation and integrated variance. We propose several new estimators of jump variation and integrated variance. We base the first set on the jump detection work of Lee and Mykland (2008). Simply, these estimate jump …

    washington Repository record for Jump Variation in High-Frequency Asset Returns: New Estimation Methods (opens in a new tab)

  2. Essays in Financial Econometrics

    … the performance of five different classes of integrated variance estimators when applied to various stocks of differing market capitalization in an attempt to discover the circumstances under which one estimator should be chosen over another. In recent years, there has been an explosion of …

    duke Repository record for Essays in Financial Econometrics (opens in a new tab)

  3. Extreme-Strike and Small-time Asymptotics for Gaussian Stochastic Volatility Models

    … process with arbitrary prescribed mean and covariance. By exhibiting a Karhunen-Loève expansion for the integrated variance, and using sharp estimates of the density of a general second-chaos variable, we derive asymptotics for the asset price density for large or small values of the variable, …

    purdue-thes Repository record for Extreme-Strike and Small-time Asymptotics for Gaussian Stochastic Volatility Models (opens in a new tab)

  4. Essays on financial econometrics : variance and covariance estimation using price durations

    Asset variance and covariance are fundamental for financial risk management and many finance applications. With the advent of tick-by-tick high-frequency data, the estimation of univariate variances and multivariate covariance matrices has attracted more attention from econometricians. Many of the …

    lancaster Repository record for Essays on financial econometrics : variance and covariance estimation using price durations (opens in a new tab)

  5. Price jumps and volatility in U.S. agricultural futures markets

    … noise in measuring efficient price variance in the live cattle futures market from 2011 to 2016, with emphasis on price variance behavior in recent years. The U.S. live cattle futures prices have experienced high levels of intraday price variance, starting in 2015, which have raised …

    uiuc Repository record for Price jumps and volatility in U.S. agricultural futures markets (opens in a new tab)