Estimating time-changes in noisy Lévy models (Q480983)
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scientific article
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| English | Estimating time-changes in noisy Lévy models |
scientific article |
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Estimating time-changes in noisy Lévy models (English)
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12 December 2014
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Itō semimartingale
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Lévy process
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microstructure noise
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volatility
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time-change
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0.89211774
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0.8920264
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0.88474435
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0.88369673
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0.8774752
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0.87391436
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0.87350535
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