A remark on the rates of convergence for integrated volatility estimation in the presence of jumps (Q2510829): Difference between revisions
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Revision as of 06:59, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on the rates of convergence for integrated volatility estimation in the presence of jumps |
scientific article |
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A remark on the rates of convergence for integrated volatility estimation in the presence of jumps (English)
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4 August 2014
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semimartingale
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volatility
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jumps
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infinite activity
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discrete sampling
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high frequency
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