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Power Variation and Time Change - MaRDI portal

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

    title
    Power Variation and Time Change (English)
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    author
    Neil Shephard
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    publication date
    9 June 2006
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    zbMATH Keywords
    \(r\)-variation
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    realized variance
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    semimartingales
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    stochastic volatility
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    Identifiers

    zbMATH DE Number
    5031055
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    OpenAlex ID
    W2163004569
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