Global jump filters and quasi-likelihood analysis for volatility (Q2042527)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Global jump filters and quasi-likelihood analysis for volatility |
scientific article |
Statements
Global jump filters and quasi-likelihood analysis for volatility (English)
0 references
20 July 2021
0 references
volatility
0 references
jump
0 references
global filter
0 references
high-frequency data
0 references
quasi-likelihood analysis
0 references
stochastic differential equation
0 references
order statistic
0 references
asymptotic mixed normality
0 references
polynomial-type large deviation
0 references
moment
0 references
0 references
0 references
0 references