A Gaussian calculus for inference from high frequency data
| Year of publication: |
2012
|
|---|---|
| Authors: | Mykland, Per |
| Published in: |
Annals of Finance. - Springer. - Vol. 8.2012, 2, p. 235-258
|
| Publisher: |
Springer |
| Subject: | Asynchronous observation | Consistency | Cumulants | Contiguity | Continuity | Discrete observation | Efficiency | High frequency data | Itô process | Likelihood inference | Realized volatility | Stable convergence |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866535