Bipower-type estimation in a noisy diffusion setting (Q841480)
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scientific article; zbMATH DE number 5604487
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| English | Bipower-type estimation in a noisy diffusion setting |
scientific article; zbMATH DE number 5604487 |
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Bipower-type estimation in a noisy diffusion setting (English)
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17 September 2009
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bipower variation
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central limit theorem
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high-frequency data
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microstructure noise
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quadratic variation
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semimartingale theory
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test for jumps
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0.8743703961372375
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0.822191059589386
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0.8136926889419556
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0.8129242658615112
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0.8122808337211609
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