Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data (Q2691639)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data |
scientific article |
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Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data (English)
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30 March 2023
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high order moment
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quadratic variation
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stochastic volatility
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generalized method of moments
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