Open AccessEdgeworth Expansions for Realized Volatility and Related Estimators
Author(s) -
Lan Zhang,
Per A. Mykland,
Yacine AïtSahalia
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
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