The Double Gaussian Approximation for High Frequency Data (Q2911663)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Double Gaussian Approximation for High Frequency Data |
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The Double Gaussian Approximation for High Frequency Data (English)
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1 September 2012
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consistency
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contiguity
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continuity
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cumulants
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discrete observations
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efficiency
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equivalent martingale measures
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Itô process
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leverage effect
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likelihood inference
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partial likelihood
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quarticity
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realized beta
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realized volatility
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stable convergence
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volatility of volatility
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