Central limit theorems for realized volatility under hitting times of an irregular grid

✍ Scribed by Masaaki Fukasawa; Mathieu Rosenbaum

• Book ID: 119368616
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 249 KB
• Volume: 122
• Category: Article
• ISSN: 0304-4149
• DOI: 10.1016/j.spa.2012.08.005