Realized range-based estimation of integrated variance (Q289157)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Realized range-based estimation of integrated variance |
scientific article; zbMATH DE number 6586816
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Realized range-based estimation of integrated variance |
scientific article; zbMATH DE number 6586816 |
Statements
Realized range-based estimation of integrated variance (English)
0 references
27 May 2016
0 references
central limit theorem
0 references
continuous semimartingales
0 references
integrated variance
0 references
realized range-based variance
0 references
realized variance
0 references
0 references
0 references
0.8642612099647522
0 references
0.8520289063453674
0 references
0.8172430992126465
0 references
0.8148245215415955
0 references
0.7973000407218933
0 references
