Volatility estimators for discretely sampled Lévy processes (Q997383)

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Volatility estimators for discretely sampled Lévy processes
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    Statements

    title
    Volatility estimators for discretely sampled Lévy processes (English)
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    author
    Yacine Aït-Sahalia
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    Jean Jacod
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    publication date
    23 July 2007
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    zbMATH Keywords
    jumps
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    efficiency
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    inference
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    discrete sampling
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62F12
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    62M05
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    60H30
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    62E20
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    60J70
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    zbMATH DE Number
    5173744
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