2018•SpringerBriefs in statisticsRequires access

Estimating Quadratic Variation Under Jumps and Micro-market Noise

Naoto Kunitomo, Seisho Sato, Daisuke Kurisu

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Key concepts: Quadratic variation, Quadratic equation, Mathematics, Asymptotic distribution, Estimation, Consistency (knowledge bases), Variation (astronomy), Volatility (finance)

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