Power variation and stochastic volatility: a review and some new results (Q4822456)
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scientific article; zbMATH DE number 2109916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power variation and stochastic volatility: a review and some new results |
scientific article; zbMATH DE number 2109916 |
Statements
Power variation and stochastic volatility: a review and some new results (English)
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25 October 2004
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bipower
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mixed Gaussian limit
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quadratic variation
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realised variance
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realised volatility
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