A remark on the rates of convergence for integrated volatility estimation in the presence of jumps (Q2510829): Difference between revisions
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| Property / cites work: Asymptotic properties of realized power variations and related functionals of semimartingales / rank | |||
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| Property / cites work: Discretization of processes. / rank | |||
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| Property / cites work: The speed of convergence of the threshold estimator of integrated variance / rank | |||
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| Property / cites work: Limit theorems for bipower variation of semimartingales / rank | |||
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Latest revision as of 20:44, 8 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on the rates of convergence for integrated volatility estimation in the presence of jumps |
scientific article |
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A remark on the rates of convergence for integrated volatility estimation in the presence of jumps (English)
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4 August 2014
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semimartingale
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volatility
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jumps
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infinite activity
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discrete sampling
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high frequency
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