Efficient estimation of integrated volatility functionals via multiscale jackknife (Q1731750)
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scientific article; zbMATH DE number 7036198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of integrated volatility functionals via multiscale jackknife |
scientific article; zbMATH DE number 7036198 |
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Efficient estimation of integrated volatility functionals via multiscale jackknife (English)
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14 March 2019
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high-frequency data
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jackknife
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semimartingale
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spot volatility
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