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Latest revision as of 13:45, 26 June 2024

scientific article
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Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach
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    Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach (English)
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    5 September 2007
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    consistency
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    dependent noise
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    discrete observation
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    efficiency
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    Itô process
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    microstructure noise
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    observation error
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    rate of convergence
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    realized volatility
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    Identifiers

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