Open AccessEdgeworth Expansions for Realized Volatility and Related Estimators
Author(s) -
Yacine Aı̈t-Sahalia,
Lan Zhang,
Per A. Mykland
Publication year - 2005
Language(s) - English
Resource type - Reports
DOI - 10.3386/t0319
Subject(s) - estimator , bootstrapping (finance) , edgeworth series , mathematics , volatility (finance) , econometrics , realized variance , stochastic volatility , statistics