Change-point inference on volatility in noisy Itô semimartingales (Q2280017)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change-point inference on volatility in noisy Itô semimartingales |
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Change-point inference on volatility in noisy Itô semimartingales (English)
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17 December 2019
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change-point analysis
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high-frequency data
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market microstructure
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volatility estimation
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volatility jump
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