Quarticity and other functionals of volatility: efficient estimation
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Publication:366987
DOI10.1214/13-AOS1115zbMath1292.60033arXiv1207.3757OpenAlexW3099030489MaRDI QIDQ366987
Publication date: 25 September 2013
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.3757
Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
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