Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility of volatility: estimation and tests based on noisy high frequency data with jumps |
scientific article |
Statements
Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (English)
0 references
15 July 2022
0 references
volatility of volatility
0 references
central limit theorem
0 references
high frequency data
0 references
microstructure noise
0 references
semimartingale
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
