Nonsynchronous covariation process and limit theorems (Q719383)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonsynchronous covariation process and limit theorems |
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Nonsynchronous covariation process and limit theorems (English)
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10 October 2011
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discrete sampling
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high-frequency data
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martingale central limit theorem
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nonsynchronicity
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quadratic variation
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realized volatility
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stable convergence
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semimartingale
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