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Central limit theorems for realized volatility under
hitting
times
of an irregular grid
Fukasawa, Masaaki
;
Rosenbaum, Mathieu
- In:
Stochastic Processes and their Applications
122
(
2012
)
12
,
pp. 3901-3920
We consider a continuous semi-martingale sampled at
hitting
times
of an irregular grid. The goal of this work is to …
Persistent link: https://www.econbiz.de/10010580871
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