Inference for Continuous Semimartingales Observed at High Frequency (Q3653230): Difference between revisions
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Latest revision as of 08:58, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for Continuous Semimartingales Observed at High Frequency |
scientific article |
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Inference for Continuous Semimartingales Observed at High Frequency (English)
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21 December 2009
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consistency
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cumulants
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contiguity
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continuity
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discrete observation
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efficiency
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equivalent martingale measure
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Itô process
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leverage effect
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likelihood inference
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realized beta
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realized volatility
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stable convergence
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