On the convergence of two types of estimators of quadratic variation-Reference-Cited by-同舟云学术

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On the convergence of two types of estimators of quadratic variation

Published:2021-12-14 Issue: Volume: Page:
ISSN:0170-4214
Container-title:Mathematical Methods in the Applied Sciences
language:en
Short-container-title:Math Methods in App Sciences

Author:

Yu Xisheng¹^ORCID

Affiliation:

1. School of Economic Mathematics Southwestern University of Finance and Economics Chengdu China

Funder

National Natural Science Foundation of China

Fundamental Research Funds for the Central Universities

Publisher

Wiley

Subject

General Engineering,General Mathematics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/mma.8007

Reference28 articles.

1. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

2. A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

3. The distribution of realized stock return volatility

4. The Distribution of Realized Exchange Rate Volatility

5. Modeling and Forecasting Realized Volatility

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