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Fixed‐ <i>k</i> inference for volatility - MaRDI portal

Fixed‐ <i>k</i> inference for volatility (Q3390399)

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Fixed‐ <i>k</i> inference for volatility
scientific article

    Statements

    title
    Fixed‐ <i>k</i> inference for volatility (English)
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    author
    Tim Bollerslev
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    Jia Li
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    Zhipeng Liao
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    publication date
    24 March 2022
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    zbMATH Keywords
    spot volatility
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    high frequency identification
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    semimartingale
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    uniform inference
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    Identifiers

    DOI
    10.3982/QE1749
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    zbMATH DE Number
    7497760
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