Edgeworth expansions for realized volatility and related estimators (Q737276)
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scientific article; zbMATH DE number 6610572
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| default for all languages | No label defined |
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| English | Edgeworth expansions for realized volatility and related estimators |
scientific article; zbMATH DE number 6610572 |
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Edgeworth expansions for realized volatility and related estimators (English)
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10 August 2016
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bias correction
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Edgeworth expansion
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market microstructure
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martingale
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realized volatility
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two scales realized volatility
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0.8779820799827576
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0.8759388327598572
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0.8589804768562317
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0.7911393642425537
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0.7816351652145386
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