Approximation of normed power variation to integrated volatility (Q2885843)
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scientific article; zbMATH DE number 6040710
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of normed power variation to integrated volatility |
scientific article; zbMATH DE number 6040710 |
Statements
1 June 2012
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power variation
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stochastic volatility
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integrated volatility
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Lévy process
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Approximation of normed power variation to integrated volatility (English)
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