Volatility estimators for discretely sampled Lévy processes (Q997383)
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scientific article; zbMATH DE number 5173744
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| English | Volatility estimators for discretely sampled Lévy processes |
scientific article; zbMATH DE number 5173744 |
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Volatility estimators for discretely sampled Lévy processes (English)
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23 July 2007
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jumps
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efficiency
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inference
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discrete sampling
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0.8340282440185547
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0.8134914636611938
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0.8088671565055847
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0.8075758814811707
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0.8046010732650757
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