Nonsynchronous covariation process and limit theorems (Q719383): Difference between revisions

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Latest revision as of 12:50, 4 July 2024

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Nonsynchronous covariation process and limit theorems
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    Nonsynchronous covariation process and limit theorems (English)
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    10 October 2011
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    discrete sampling
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    high-frequency data
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    martingale central limit theorem
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    nonsynchronicity
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    quadratic variation
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    realized volatility
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    stable convergence
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    semimartingale
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