Inference theory for volatility functional dependencies (Q284294)
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scientific article; zbMATH DE number 6581445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference theory for volatility functional dependencies |
scientific article; zbMATH DE number 6581445 |
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Inference theory for volatility functional dependencies (English)
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18 May 2016
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high-frequency data
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occupation measure
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semimartingale
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specification test
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stochastic volatility
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