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Central limit theorem for the realized volatility based on tick time sampling

✍ Scribed by Masaaki Fukasawa

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Central limit theorems for realized vola

✍ Masaaki Fukasawa; Mathieu Rosenbaum 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 249 KB

On the central limit theorem for a class

✍ Bengt Rosén 📂 Article 📅 1967 🏛 Springer 🌐 English ⚖ 616 KB