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1810.04725
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Inference for Volatility Functionals of Multivariate Itô Semimartingales Observed with Jump and Noise
10 October 2018
Richard Y. Chen
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ArXiv
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Papers citing
"Inference for Volatility Functionals of Multivariate Itô Semimartingales Observed with Jump and Noise"
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Title
Quarticity and other functionals of volatility: Efficient estimation
J. Jacod
M. Rosenbaum
55
123
0
16 Jul 2012
1
