Correcting spot power variation estimator via Edgeworth expansion (Q6622513)
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scientific article; zbMATH DE number 7930051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correcting spot power variation estimator via Edgeworth expansion |
scientific article; zbMATH DE number 7930051 |
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Correcting spot power variation estimator via Edgeworth expansion (English)
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22 October 2024
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spot volatility
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high-frequency data
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Edgeworth expansion
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confidence interval
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