TESTING FOR CONTINUOUS LOCAL MARTINGALES USING THE CROSSING TREE (Q2802751): Difference between revisions
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Revision as of 14:12, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTING FOR CONTINUOUS LOCAL MARTINGALES USING THE CROSSING TREE |
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TESTING FOR CONTINUOUS LOCAL MARTINGALES USING THE CROSSING TREE (English)
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27 April 2016
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Brownian motion
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chronometer
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continuous martingale hypothesis
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crossing-tree
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finance
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foreign exchange
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quadratic variation
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realized volatility
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scale
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subordinator
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tick data
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time-change
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