Estimation of correlation for continuous semimartingales (Q3145567)
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scientific article; zbMATH DE number 6118008
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| default for all languages | No label defined |
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| English | Estimation of correlation for continuous semimartingales |
scientific article; zbMATH DE number 6118008 |
Statements
Estimation of Correlation for Continuous Semimartingales (English)
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21 December 2012
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central limit theorem
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high frequency observations
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stochastic volatility
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0.811067521572113
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0.7751231789588928
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0.745760977268219
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0.7373448014259338
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0.7247064709663391
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