Nonparametric tests for pathwise properties of semimartingales (Q453304): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:20, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric tests for pathwise properties of semimartingales |
scientific article |
Statements
Nonparametric tests for pathwise properties of semimartingales (English)
0 references
19 September 2012
0 references
high frequency data
0 references
jump processes
0 references
nonparametric tests
0 references
quadratic variation
0 references
realized volatility
0 references
semimartingale
0 references
