The double Gaussian approximation for high frequency data (Q2911663)
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scientific article; zbMATH DE number 6075217
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The double Gaussian approximation for high frequency data |
scientific article; zbMATH DE number 6075217 |
Statements
1 September 2012
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consistency
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contiguity
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continuity
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cumulants
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discrete observations
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efficiency
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equivalent martingale measures
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Itô process
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leverage effect
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likelihood inference
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partial likelihood
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quarticity
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realized beta
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realized volatility
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stable convergence
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volatility of volatility
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0.8916113
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0.8737741
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0.8577598
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0.8467692
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0.8347436
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0.82656956
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0.82323396
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0.8214681
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0.8212488
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The double Gaussian approximation for high frequency data (English)
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