Power Variation and Time Change (Q5472356)

From MaRDI portal
scientific article; zbMATH DE number 5031055
Language Label Description Also known as
English
Power Variation and Time Change
scientific article; zbMATH DE number 5031055

    Statements

    title
    Power Variation and Time Change (English)
    0 references
    publication date
    9 June 2006
    0 references
    zbMATH DE Number
    5031055
    0 references
    zbMATH Keywords
    \(r\)-variation
    0 references
    realized variance
    0 references
    semimartingales
    0 references
    stochastic volatility
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5472356&oldid=30837640"
    Powered by MediaWiki