Items where Author is "Pavliotis, G. A."

Journal Article

Olhede, S. C. and Sykulski, A. M. and Pavliotis, G. A. (2009) Frequency domain estimation of integrated volatility for Ito processes in the presence of market-microstructure noise. Multiscale Modeling and Simulation, 8 (2). pp. 393-427. ISSN 1540-3459

Contribution to Conference

Sykulski, Adam and Olhede, Sofia Charlotta and Pavliotis, G. A. (2008) High frequency variability and microstructure bias. In: Inference and Estimation in Probabilistic Time Series Models, 2008-06-16 - 2008-06-20.