Asymptotic properties of the volatility estimator from high frequency data modeled by mixed fractional Brownian motion (Q6280146)
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scientific article; zbMATH DE number 900299568
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| English | Asymptotic properties of the volatility estimator from high frequency data modeled by mixed fractional Brownian motion |
scientific article; zbMATH DE number 900299568 |
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25 November 2016
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math.ST
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stat.TH
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