University of Heidelberg - Institute of Applied Mathematics
in Total Papers Downloads
in Total Papers Citations
Finite activity jumps, Integrated variance, Market micro-structure noise, Order statistics, Realised variance
Central Limit Theorem, Continuous Semimartingales, Integrated Variance, Realized Range-Based Variance, Realized Variance
High-frequency data, Integrated variance, Realised multipower variation, Realised range-based multipower variation, Quadratic variation
Bias-correction, Integrated variance, Market microstructure noise, Realized range-based variance, Realized variance
Bipower Variation, Central Limit Theorem, Finite Activity Jumps, High-Frequency Data, Integrated Volatility, Microstructure Noise, Semimartingale Theory, Subsampling
Central limit theorem, Hayashi-Yoshida estimator, high frequency observations, Itô semimartingale, pre-averaging, stable convergence
Berry-Esseen bounds, Breuer-Major central limit theorems, Gaussian processes, Interpolation, Malliavin calculus, Stein’s method
Central limit theorem, quadratic variation, bipower variation
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