Inference for the jump part of quadratic variation of Itô semimartingales
Year of publication: |
2010
|
---|---|
Authors: | Veraart, Almut E. D. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 2, p. 331-368
|
Subject: | Martingal | Martingale | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
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