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Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence - MaRDI portal

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Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence (Q6666913)

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scientific article; zbMATH DE number 7970956
Language Label Description Also known as
English
Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
scientific article; zbMATH DE number 7970956

    Statements

    title
    Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence (English)
    0 references
    author
    Nikolaus Hautsch
    0 references
    Mark Podolskij
    0 references
    publication date
    20 January 2025
    0 references

    Identifiers

    zbMATH DE Number
    7970956
    0 references
     
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