Realized volatility with stochastic sampling (Q981001)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Realized volatility with stochastic sampling |
scientific article |
Statements
Realized volatility with stochastic sampling (English)
0 references
8 July 2010
0 references
high-frequency data
0 references
quadratic variation
0 references
stable convergence
0 references
0 references
0 references
0 references
0 references
0 references