Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data |
scientific article; zbMATH DE number 6623653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data |
scientific article; zbMATH DE number 6623653 |
Statements
194
0 references
2
0 references
220-230
0 references
October 2016
0 references
6 September 2016
0 references
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (English)
0 references
GARCH
0 references
Itô process
0 references
quasi-maximum likelihood estimator
0 references
realized volatility
0 references
stochastic differential equation
0 references
0 references
0 references
0 references
0 references
0 references
