Efficient estimation of integrated volatility in presence of infinite variation jumps (Q2510826)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of integrated volatility in presence of infinite variation jumps |
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Efficient estimation of integrated volatility in presence of infinite variation jumps (English)
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4 August 2014
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quadratic variation
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Itō semimartingale
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integrated volatility
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central limit theorem
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