Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209): Difference between revisions

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+https://doi.org/10.1016/j.spa.2012.08.005
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+W1983366846
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@@ Property / cites work @@
+Central limit theorem for the realized volatility based on tick time sampling
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+Realized volatility with stochastic sampling
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+Discretization error of stochastic integrals
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+A note on the central limit theorem for bipower variation of general functions
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+REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS
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+On the Microstructural Hedging Error
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