A central limit theorem for the functional estimation of the spot volatility (Q3405601)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem for the functional estimation of the spot volatility |
scientific article |
Statements
A central limit theorem for the functional estimation of the spot volatility (English)
0 references
10 February 2010
0 references
spot volatility
0 references
central limit theorem
0 references
robustness
0 references
jump process
0 references
microstructure noise
0 references
0 references
