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Fixed‐ k inference for volatility - MaRDI portal

Fixed‐ k inference for volatility

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Publication:3390399

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DOI10.3982/QE1749zbMath1485.91233MaRDI QIDQ3390399

Tim Bollerslev, Zhipeng Liao, Jia Li

Publication date: 24 March 2022

Published in: Quantitative Economics (Search for Journal in Brave)

zbMATH Keywords

semimartingale uniform inference spot volatility high frequency identification

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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