Realized volatility with stochastic sampling (Q981001)
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scientific article; zbMATH DE number 5732032
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Realized volatility with stochastic sampling |
scientific article; zbMATH DE number 5732032 |
Statements
Realized volatility with stochastic sampling (English)
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8 July 2010
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high-frequency data
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quadratic variation
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stable convergence
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0.8552785515785217
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0.814365029335022
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0.8137294054031372
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0.8127062320709229
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0.785531222820282
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