Nonparametric tests for pathwise properties of semimartingales (Q453304): Difference between revisions
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Revision as of 00:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric tests for pathwise properties of semimartingales |
scientific article |
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Nonparametric tests for pathwise properties of semimartingales (English)
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19 September 2012
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high frequency data
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jump processes
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nonparametric tests
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quadratic variation
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realized volatility
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semimartingale
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