EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS
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Publication:4959130
DOI10.1017/S0266466620000274zbMath1473.62387OpenAlexW3042597998MaRDI QIDQ4959130
Publication date: 10 September 2021
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466620000274
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10) Generalizations of martingales (60G48)
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