Efficient estimation of integrated volatility functionals under general volatility dynamics (Q4959130)
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scientific article; zbMATH DE number 7393962
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| English | Efficient estimation of integrated volatility functionals under general volatility dynamics |
scientific article; zbMATH DE number 7393962 |
Statements
EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (English)
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10 September 2021
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integrated volatility functionals
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semimartingale
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0.847900927066803
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0.8447604775428772
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0.8336519598960876
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0.8179371356964111
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0.8127868175506592
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