Testing for continuous local martingales using the crossing tree (Q2802751)
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scientific article; zbMATH DE number 6574246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for continuous local martingales using the crossing tree |
scientific article; zbMATH DE number 6574246 |
Statements
27 April 2016
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Brownian motion
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chronometer
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continuous martingale hypothesis
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crossing-tree
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finance
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foreign exchange
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quadratic variation
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realized volatility
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scale
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subordinator
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tick data
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time-change
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0.9228413
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0.9148251
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0.84581363
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0.8435384
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Testing for continuous local martingales using the crossing tree (English)
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