Generalized Method of Integrated Moments for High-Frequency Data (Q4613433)
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scientific article; zbMATH DE number 7010270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Method of Integrated Moments for High-Frequency Data |
scientific article; zbMATH DE number 7010270 |
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Generalized Method of Integrated Moments for High-Frequency Data (English)
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31 January 2019
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high-frequency data
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semimartingale
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spot volatility
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nonlinearity bias
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GMM
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