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Latest revision as of 14:50, 5 July 2024

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The Double Gaussian Approximation for High Frequency Data
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    The Double Gaussian Approximation for High Frequency Data (English)
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    1 September 2012
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    consistency
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    contiguity
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    continuity
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    cumulants
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    discrete observations
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    efficiency
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    equivalent martingale measures
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    Itô process
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    leverage effect
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    likelihood inference
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    partial likelihood
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    quarticity
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    realized beta
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    realized volatility
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    stable convergence
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    volatility of volatility
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