Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations - MaRDI portal

Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations

From MaRDI portal
Publication:6615477

DOI10.1016/j.spa.2024.104429MaRDI QIDQ6615477

Yuchen Han, B. Cooper Boniece, José E. Figueroa-López

Publication date: 8 October 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)









Cites Work




This page was built for publication: Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations