Estimation of the instantaneous volatility (Q411549): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60F05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G48 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6022130 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
central limit theorem | |||
| Property / zbMATH Keywords: central limit theorem / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
power variation | |||
| Property / zbMATH Keywords: power variation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
semimartingales | |||
| Property / zbMATH Keywords: semimartingales / rank | |||
Normal rank | |||
Revision as of 19:40, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the instantaneous volatility |
scientific article |
Statements
Estimation of the instantaneous volatility (English)
0 references
4 April 2012
0 references
central limit theorem
0 references
power variation
0 references
semimartingales
0 references
