Estimation of the instantaneous volatility (Q411549): Difference between revisions
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Revision as of 13:31, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the instantaneous volatility |
scientific article |
Statements
Estimation of the instantaneous volatility (English)
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4 April 2012
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central limit theorem
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power variation
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semimartingales
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