Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805)
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scientific article; zbMATH DE number 6623653
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| English | Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data |
scientific article; zbMATH DE number 6623653 |
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194
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2
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220-230
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October 2016
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6 September 2016
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Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (English)
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GARCH
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Itô process
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quasi-maximum likelihood estimator
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realized volatility
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stochastic differential equation
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0.8621768951416016
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0.8330807685852051
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0.8182253241539001
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0.7592245936393738
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