Estimation of integrated volatility in stochastic volatility models (Q5467272)

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scientific article; zbMATH DE number 5025733
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Estimation of integrated volatility in stochastic volatility models
scientific article; zbMATH DE number 5025733

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    Estimation of integrated volatility in stochastic volatility models (English)
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    24 May 2006
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    stochastic volatility
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    limit theorem
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    power variation
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    semimartingale
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    jump process
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    fractional Brownian motion
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