A test for the rank of the volatility process: the random perturbation approach (Q2438757): Difference between revisions

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Latest revision as of 10:30, 30 July 2024

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A test for the rank of the volatility process: the random perturbation approach
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    A test for the rank of the volatility process: the random perturbation approach (English)
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    6 March 2014
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    central limit theorem
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    high frequency data
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    homoscedasticity testing
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    Itō semimartingales
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    rank estimation
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    stable convergence
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