Correcting spot power variation estimator via Edgeworth expansion.

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Bibliographic Details
Title: Correcting spot power variation estimator via Edgeworth expansion.
Authors: He, Lidan1 (AUTHOR) hld@nuist.edu.cn, Liu, Qiang2 (AUTHOR), Liu, Zhi3 (AUTHOR), Bucci, Andrea4 (AUTHOR)
Source: Metrika. Nov2024, Vol. 87 Issue 8, p921-945. 25p.
Database: Mathematics Source
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Description
ISSN:00261335
DOI:10.1007/s00184-023-00935-z