Efficient estimation of integrated volatility functionals via multiscale jackknife (Q1731750): Difference between revisions

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Latest revision as of 13:56, 7 October 2024

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Efficient estimation of integrated volatility functionals via multiscale jackknife
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    Efficient estimation of integrated volatility functionals via multiscale jackknife (English)
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    14 March 2019
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    high-frequency data
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    jackknife
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    semimartingale
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    spot volatility
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