Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303): Difference between revisions

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Latest revision as of 15:44, 29 July 2024

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Volatility of volatility: estimation and tests based on noisy high frequency data with jumps
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    Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (English)
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    15 July 2022
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    volatility of volatility
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    central limit theorem
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    high frequency data
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    microstructure noise
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    semimartingale
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