Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies (Q744376)
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scientific article
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| English | Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies |
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Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies (English)
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25 September 2014
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Itô semimartingale
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Kolmogorov-Smirnov test
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high-frequency data
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stochastic volatility
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jumps
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stable process
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0.8097221255302429
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0.7968441843986511
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0.7934066653251648
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0.7929041981697083
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