Power Variation and Time Change (Q5472356)
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scientific article; zbMATH DE number 5031055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power Variation and Time Change |
scientific article; zbMATH DE number 5031055 |
Statements
Power Variation and Time Change (English)
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9 June 2006
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\(r\)-variation
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realized variance
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semimartingales
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stochastic volatility
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