A central limit theorem for the functional estimation of the spot volatility (Q3405601)
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scientific article; zbMATH DE number 5668436
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A central limit theorem for the functional estimation of the spot volatility |
scientific article; zbMATH DE number 5668436 |
Statements
A central limit theorem for the functional estimation of the spot volatility (English)
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10 February 2010
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spot volatility
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central limit theorem
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robustness
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jump process
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microstructure noise
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0.9082061
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0.8752412
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0.87100226
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0.8707694
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0.8667499
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0.8662808
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0.86611396
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0.86534834
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