On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous (Q5177619)
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scientific article; zbMATH DE number 6414178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous |
scientific article; zbMATH DE number 6414178 |
Statements
On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous (English)
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13 March 2015
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central liomit theorem
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endogeneity
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high frequency data
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Itô semimartingale
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jumps
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0.8640957
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0.8548042
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0.85242754
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0.84723634
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0.84606403
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0.8455504
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0.84490705
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