Edgeworth corrections for spot volatility estimator (Q2006760)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth corrections for spot volatility estimator |
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Edgeworth corrections for spot volatility estimator (English)
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12 October 2020
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high frequency data
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spot volatility
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central limit theorem
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Edgeworth expansion
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confidence interval
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