Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dimitriadis, Timo, Halbleib, Roxana, Polivka, Jeannine, Rennspies, Jasper, Streicher, Sina, Wolter, Axel Friedrich
Format:	Preprint
Published:	2022
Subjects:	Econometrics Statistics Theory Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2212.11833