Work

Inference for Continuous Semimartingales Observed at High Frequency: A General Approach

Year: 2007

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1030851

Authors: Per A. Mykland, Lan Zhang

Institutions: University of Chicago, University of Illinois Chicago

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1574787006

Cites: 101

Cited by: 24

Related to: 10