Quarticity and other functionals of volatility: efficient estimation (Q366987)
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scientific article; zbMATH DE number 6211466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quarticity and other functionals of volatility: efficient estimation |
scientific article; zbMATH DE number 6211466 |
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Quarticity and other functionals of volatility: efficient estimation (English)
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25 September 2013
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semimartingale
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high frequency data
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volatility estimation
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central limit theorem
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efficient estimation
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