Estimation of integrated volatility in stochastic volatility models
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Publication:5467272
DOI10.1002/asmb.548zbMath1092.91034OpenAlexW2014111104MaRDI QIDQ5467272
Publication date: 24 May 2006
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.548
fractional Brownian motionstochastic volatilitylimit theoremsemimartingalepower variationjump process
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