Estimation of the instantaneous volatility (Q411549)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of the instantaneous volatility |
scientific article; zbMATH DE number 6022130
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of the instantaneous volatility |
scientific article; zbMATH DE number 6022130 |
Statements
Estimation of the instantaneous volatility (English)
0 references
4 April 2012
0 references
central limit theorem
0 references
power variation
0 references
semimartingales
0 references
0 references
0 references
0 references
0 references
0.802693247795105
0 references
0.7951818704605103
0 references
0.7908259034156799
0 references
0.7895801067352295
0 references
