Quarticity and other functionals of volatility: efficient estimation (Q366987)
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scientific article; zbMATH DE number 6211466
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| English | Quarticity and other functionals of volatility: efficient estimation |
scientific article; zbMATH DE number 6211466 |
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Quarticity and other functionals of volatility: efficient estimation (English)
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25 September 2013
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semimartingale
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high frequency data
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volatility estimation
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central limit theorem
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efficient estimation
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0.8902039527893066
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0.847900927066803
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0.8470208048820496
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0.8370931148529053
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0.8357961773872375
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