Power Variation and Time Change (Q5472356): Difference between revisions
From MaRDI portal
Created a new Item |
Removed claim: author (P16): Item:Q627237 |
||
| Property / author | |||
| Property / author: Ole Eiler Barndorff-Nielsen / rank | |||
Revision as of 01:37, 20 February 2024
scientific article; zbMATH DE number 5031055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power Variation and Time Change |
scientific article; zbMATH DE number 5031055 |
Statements
Power Variation and Time Change (English)
0 references
9 June 2006
0 references
\(r\)-variation
0 references
realized variance
0 references
semimartingales
0 references
stochastic volatility
0 references
