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2101.00089
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Asymptotic expansion of a variation with anticipative weights
31 December 2020
Nakahiro Yoshida
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ArXiv (abs)
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Papers citing
"Asymptotic expansion of a variation with anticipative weights"
2 / 2 papers shown
Title
Asymptotic expansion of an estimator for the Hurst coefficient
Y. Mishura
Hayate Yamagishi
Nakahiro Yoshida
21
1
0
07 Sep 2022
Global jump filters and realized volatility
Haruhiko Inatsugu
Nakahiro Yoshida
15
2
0
10 Feb 2021
1
