Efficient estimation of integrated volatility functionals via multiscale jackknife (Q1731750)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of integrated volatility functionals via multiscale jackknife |
scientific article |
Statements
Efficient estimation of integrated volatility functionals via multiscale jackknife (English)
0 references
14 March 2019
0 references
high-frequency data
0 references
jackknife
0 references
semimartingale
0 references
spot volatility
0 references
