Estimation of the instantaneous volatility (Q411549)

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Estimation of the instantaneous volatility
scientific article

    Statements

    title
    Estimation of the instantaneous volatility (English)
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    author
    Alexander Alvarez
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    Fabien Panloup
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    Monique Pontier
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    Nicolas Savy
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    publication date
    4 April 2012
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    zbMATH Keywords
    central limit theorem
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    power variation
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    semimartingales
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    60F05
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    60G48
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    91G70
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    zbMATH DE Number
    6022130
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    OpenAlex ID
    W2154327976
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    arXiv ID
    0812.3538
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