Functional stable limit theorems for quasi-efficient spectral covolatility estimators (Q744976): Difference between revisions
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Revision as of 01:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional stable limit theorems for quasi-efficient spectral covolatility estimators |
scientific article |
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Functional stable limit theorems for quasi-efficient spectral covolatility estimators (English)
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12 October 2015
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adaptive estimation
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asymptotic efficiency
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local parametric estimation
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microstructure noise
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integrated volatility
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non-synchronous observations
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