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LIU ZHI [1]
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Journal article [1]
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2024 [1]
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英語English [1]
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Metrika [1]
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Correcting spot power variation estimator via Edgeworth expansion
Journal article
He, Lidan, Liu, Qiang, Liu, Zhi, Bucci, Andrea. Correcting spot power variation estimator via Edgeworth expansion[J]. Metrika, 2024, 87(8), 921–945.
Authors:
He, Lidan
;
Liu, Qiang
;
Liu, Zhi
;
Bucci, Andrea
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Submit date：2024/02/22
Confidence Interval
Edgeworth Expansion
High-frequency Data
Spot Volatility
