Estimating time-changes in noisy Lévy models (Q480983)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating time-changes in noisy Lévy models |
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Estimating time-changes in noisy Lévy models (English)
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12 December 2014
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Itō semimartingale
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Lévy process
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microstructure noise
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volatility
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time-change
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