Edgeworth expansions for realized volatility and related estimators (Q737276)
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scientific article; zbMATH DE number 6610572
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth expansions for realized volatility and related estimators |
scientific article; zbMATH DE number 6610572 |
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Edgeworth expansions for realized volatility and related estimators (English)
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10 August 2016
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bias correction
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Edgeworth expansion
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market microstructure
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martingale
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realized volatility
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two scales realized volatility
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