Estimation of integrated volatility in stochastic volatility models

Jeannette H. C. Woerner

Year of publication:	2003
Authors:	Woerner, Jeannette H. C.
Publisher:	Oxford : Oxford Financial Research Centre
Subject:	stochastic volatility \| limit theorem \| power variation \| quadratic variation \| semimartingale \| jump process \| fractional Brownian motion \| high frequency data \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Martingal \| Martingale \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Optionspreistheorie \| Option pricing theory

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