Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805)

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Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
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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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