Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805): Difference between revisions
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Revision as of 14:27, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data |
scientific article |
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220-230
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October 2016
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6 September 2016
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Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (English)
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GARCH
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Itô process
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quasi-maximum likelihood estimator
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realized volatility
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stochastic differential equation
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