Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations (Q6615477)
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scientific article; zbMATH DE number 7923196
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations |
scientific article; zbMATH DE number 7923196 |
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Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations (English)
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8 October 2024
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integrated volatility estimation
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Itô semimartingale
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high-frequency data
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truncated realized variations
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efficiency
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