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Estimating Quadratic Covariation

  • Ole MartinEmail author
Chapter
Part of the Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics book series (MOW)

Abstract

Historically the integrated volatility or realized volatility of the process X(l).

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Copyright information

© Springer Fachmedien Wiesbaden GmbH, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of MathematicsKiel University (CAU)KielGermany

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