Research paper / RESOURCE PROFILE

Kernel Estimation of Spot Volatility with Microstructure Noise Using P

Publication: Kernel Estimation of Spot Volatility with Microstructure Noise Using Pre-Averaging. Published Apr 4, 2020.

Research & Papers
arxiv.orgPublished Apr 4, 2020
Visit source website ↗

Overview

Publication: Kernel Estimation of Spot Volatility with Microstructure Noise Using Pre-Averaging. Published Apr 4, 2020.

Publication information

Publication title
Kernel Estimation of Spot Volatility with Microstructure Noise Using Pre-Averaging
Authors
José E. Figueroa-López, Bei Wu
Published
Apr 4, 2020
Last publication revision
Feb 7, 2022
Subject areas
econ.EM, math.ST, q-fin.ST
Publication source
arxiv.org · abs/2004.01865v3 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2004.01865 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

Explore related resources

Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
Research & Papers Explore →
96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

Sign In

Don't have an account yet? Register

Forgot password?

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.