Realized volatility with stochastic sampling
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Publication:981001
DOI10.1016/j.spa.2010.02.006zbMath1191.62176OpenAlexW1994389693MaRDI QIDQ981001
Publication date: 8 July 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2010.02.006
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Central limit and other weak theorems (60F05)
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