Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303)
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scientific article; zbMATH DE number 7557272
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| English | Volatility of volatility: estimation and tests based on noisy high frequency data with jumps |
scientific article; zbMATH DE number 7557272 |
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Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (English)
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15 July 2022
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volatility of volatility
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central limit theorem
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high frequency data
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microstructure noise
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semimartingale
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