Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps with Multiple Activity Indices (Q2956058): Difference between revisions
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Revision as of 22:48, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps with Multiple Activity Indices |
scientific article |
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Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps with Multiple Activity Indices (English)
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16 January 2017
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central limit theorem
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integrated volatility
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Itō semimartingale
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jumps
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jump activity
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quadratic variation
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stable process
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