Nonsynchronous covariation process and limit theorems (Q719383): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spa.2010.12.005 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2018657189 / rank | |||
Normal rank | |||
Revision as of 22:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonsynchronous covariation process and limit theorems |
scientific article |
Statements
Nonsynchronous covariation process and limit theorems (English)
0 references
10 October 2011
0 references
discrete sampling
0 references
high-frequency data
0 references
martingale central limit theorem
0 references
nonsynchronicity
0 references
quadratic variation
0 references
realized volatility
0 references
stable convergence
0 references
semimartingale
0 references
