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scientific article; zbMATH DE number 6324332
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scientific article; zbMATH DE number 6324332

    Statements

    author
    Yacine Aït-Sahalia
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    Jean Jacod
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    publication date
    1 August 2014
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    zbMATH Keywords
    semimartingales
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    high-frequency asymptotics
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    volatility
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    jumps
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    estimation
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    60G48
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    91G70
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    62P05
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    zbMATH DE Number
    6324332
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