Estimation of Volatility Functionals: The Case of a $$\sqrt{n}$$ Window (Q4560345)
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scientific article; zbMATH DE number 6991901
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Volatility Functionals: The Case of a $$\sqrt{n}$$ Window |
scientific article; zbMATH DE number 6991901 |
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Estimation of Volatility Functionals: The Case of a $$\sqrt{n}$$ Window (English)
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11 December 2018
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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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estimation of volatility functionals
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asymptotic aspects
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