A characterisation of, and hypothesis test for, continuous local martingales (Q428699): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G44 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G10 / rank | |||
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| Property / zbMATH DE Number: 6049216 / rank | |||
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continuous martingale hypothesis | |||
| Property / zbMATH Keywords: continuous martingale hypothesis / rank | |||
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crossing-tree | |||
| Property / zbMATH Keywords: crossing-tree / rank | |||
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realised volatility | |||
| Property / zbMATH Keywords: realised volatility / rank | |||
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time-change | |||
| Property / zbMATH Keywords: time-change / rank | |||
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Revision as of 23:22, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterisation of, and hypothesis test for, continuous local martingales |
scientific article |
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A characterisation of, and hypothesis test for, continuous local martingales (English)
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22 June 2012
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continuous martingale hypothesis
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crossing-tree
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realised volatility
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time-change
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