Nonparametric estimation of quadratic variation using high-frequency data (Q6551463)
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scientific article; zbMATH DE number 7861184
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| English | Nonparametric estimation of quadratic variation using high-frequency data |
scientific article; zbMATH DE number 7861184 |
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Nonparametric estimation of quadratic variation using high-frequency data (English)
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7 June 2024
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bipower variation
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convergence property
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generalized Itô isometry
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quadratic variation
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quarticity
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realized volatility
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