Estimation of the instantaneous volatility (Q411549)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation of the instantaneous volatility |
scientific article |
Statements
Estimation of the instantaneous volatility (English)
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4 April 2012
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central limit theorem
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power variation
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semimartingales
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0.802693247795105
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0.7951818704605103
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0.7908259034156799
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0.7895801067352295
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