Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (Q1754515)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale |
scientific article |
Statements
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (English)
0 references
31 May 2018
0 references
high-frequency data
0 references
activity index
0 references
efficient method of moments
0 references
semimartingale
0 references
specification test
0 references
spot variance
0 references
stochastic volatility
0 references
0 references
