A remark on the rates of convergence for integrated volatility estimation in the presence of jumps (Q2510829): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:13, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on the rates of convergence for integrated volatility estimation in the presence of jumps |
scientific article |
Statements
A remark on the rates of convergence for integrated volatility estimation in the presence of jumps (English)
0 references
4 August 2014
0 references
semimartingale
0 references
volatility
0 references
jumps
0 references
infinite activity
0 references
discrete sampling
0 references
high frequency
0 references
