Estimation of the instantaneous volatility
| Year of publication: |
2012
|
|---|---|
| Authors: | Alvarez, Alexander ; Panloup, Fabien ; Pontier, Monique ; Savy, Nicolas |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 15.2012, 1, p. 27-59
|
| Publisher: |
Springer |
| Subject: | Central limit theorem | Power variation | Semimartingale | Primary 60F05 | Secondary 91B70 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010539197