Asymptotic theory for range-based estimation of integrated variance of a continuous semi-martingale
Year of publication: |
09 June 2005
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Other Persons: | Christensen, Kim (contributor) ; Podolski, Mark (contributor) |
Publisher: |
Dortmund : Univ., SFB 475 |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Theorie | Theory | Martingal | Martingale | Varianzanalyse | Analysis of variance |
Extent: | Online-Ressource, 32 p., text ill |
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Series: | Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund. - Dortmund : [Verlag nicht ermittelbar], ZDB-ID 2148058-8. - Vol. 2005,18 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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