Fixed-\(k\) inference for volatility (Q3390399)

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scientific article; zbMATH DE number 7497760
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    Fixed-\(k\) inference for volatility
    scientific article; zbMATH DE number 7497760

      Statements

      Fixed‐ <i>k</i> inference for volatility (English)
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      24 March 2022
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      spot volatility
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      high frequency identification
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      semimartingale
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      uniform inference
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