A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180)
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scientific article; zbMATH DE number 6600707
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| English | A two-stage realized volatility approach to estimation of diffusion processes with discrete data |
scientific article; zbMATH DE number 6600707 |
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A two-stage realized volatility approach to estimation of diffusion processes with discrete data (English)
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4 July 2016
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maximum likelihood
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Girsanov theorem
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discrete sampling
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continuous record
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realized volatility
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0.8263110518455505
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0.8252083659172058
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0.8194319605827332
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0.8028136491775513
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