Estimation of Correlation for Continuous Semimartingales (Q3145567)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Correlation for Continuous Semimartingales |
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Estimation of Correlation for Continuous Semimartingales (English)
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21 December 2012
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central limit theorem
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high frequency observations
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stochastic volatility
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