A characterisation of, and hypothesis test for, continuous local martingales (Q428699)
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scientific article; zbMATH DE number 6049216
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| default for all languages | No label defined |
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| English | A characterisation of, and hypothesis test for, continuous local martingales |
scientific article; zbMATH DE number 6049216 |
Statements
A characterisation of, and hypothesis test for, continuous local martingales (English)
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22 June 2012
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continuous martingale hypothesis
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crossing-tree
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realised volatility
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time-change
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0.889921247959137
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0.8282855749130249
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0.696571946144104
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