Papers
Communities
Events
Blog
Pricing
Search
Open menu
Home
Papers
1408.3768
Cited By
v1
v2
v3
v4 (latest)
Volatility estimation under one-sided errors with applications to limit order books
16 August 2014
M. Bibinger
M. Jirak
M. Reiß
Re-assign community
ArXiv (abs)
PDF
HTML
Papers citing
"Volatility estimation under one-sided errors with applications to limit order books"
8 / 8 papers shown
Title
Probabilistic models and statistics for electronic financial markets in the digital age
Markus Bibinger
62
0
0
11 Jun 2024
Jump detection in high-frequency order prices
M. Bibinger
N. Hautsch
Alexander Ristig
64
1
0
26 Feb 2024
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise
M. Bibinger
83
2
0
05 Jan 2023
Time-varying first-order autoregressive processes with irregular innovations
H. Gruber
M. Jirak
54
0
0
23 Jan 2022
Deep Reinforcement Learning for Active High Frequency Trading
Antonio Briola
J. Turiel
Riccardo Marcaccioli
Alvaro Cauderan
T. Aste
AIFin
AI4TS
89
36
0
18 Jan 2021
Volatility Decomposition and Estimation in Time-Changed Price Models
R. Dahlhaus
Sophon Tunyavetchakit
70
4
0
07 May 2016
On the asymptotic structure of Brownian motions with a small lead-lag effect
Yuta Koike
83
4
0
14 Jan 2016
Efficient estimation of functionals in nonparametric boundary models
M. Reiß
Leonie Selk
161
11
0
16 Jul 2014
1