How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? |
scientific article |
Statements
How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (English)
0 references
25 August 2011
0 references
realised variance
0 references
realised multipower variation
0 references
truncated realised variance
0 references
inference
0 references
stochastic volatility
0 references
jumps
0 references
