Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209)
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scientific article; zbMATH DE number 6099212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorems for realized volatility under hitting times of an irregular grid |
scientific article; zbMATH DE number 6099212 |
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Central limit theorems for realized volatility under hitting times of an irregular grid (English)
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26 October 2012
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central limit theorem
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hitting times
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irregular grid
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semi-martingales
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stable convergence
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