A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990)
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English | A weak law of large numbers for realised covariation in a Hilbert space setting |
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A weak law of large numbers for realised covariation in a Hilbert space setting (English)
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11 February 2022
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law of large numbers
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high-frequency estimation
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quadratic covariation
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volatility
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Hilbert space
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evolution equations
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