Nonsynchronous covariation process and limit theorems (Q719383)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonsynchronous covariation process and limit theorems |
scientific article; zbMATH DE number 5955968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonsynchronous covariation process and limit theorems |
scientific article; zbMATH DE number 5955968 |
Statements
Nonsynchronous covariation process and limit theorems (English)
0 references
10 October 2011
0 references
discrete sampling
0 references
high-frequency data
0 references
martingale central limit theorem
0 references
nonsynchronicity
0 references
quadratic variation
0 references
realized volatility
0 references
stable convergence
0 references
semimartingale
0 references
0 references
0 references
