Estimation of volatility functionals: the case of a \(\sqrt{n}\) window (Q4560345)
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scientific article; zbMATH DE number 6991901
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| English | Estimation of volatility functionals: the case of a \(\sqrt{n}\) window |
scientific article; zbMATH DE number 6991901 |
Statements
Estimation of Volatility Functionals: The Case of a $$\sqrt{n}$$ Window (English)
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11 December 2018
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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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estimation of volatility functionals
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asymptotic aspects
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0.8902039527893066
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0.8081756830215454
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0.7945551872253418
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0.7861534953117371
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0.7753705978393555
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