Estimating quadratic variation when quoted prices change by a constant increment (Q737253): Difference between revisions

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Latest revision as of 09:05, 12 July 2024

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Estimating quadratic variation when quoted prices change by a constant increment
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    Estimating quadratic variation when quoted prices change by a constant increment (English)
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    10 August 2016
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    realized volatility
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    realized variance
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    quadratic variation
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    market microstructure
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    high-frequency data
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    pure jump process
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