Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730)

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Estimating stochastic volatility diffusion using conditional moments of integrated volatility
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    Estimating stochastic volatility diffusion using conditional moments of integrated volatility (English)
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    2 April 2003
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    stochastic volatility diffusions
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    integrated volatility
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    quadratic variation
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    realized volatility
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    high-frequency data
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    foreign exchange rates
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    GMM estimation
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