Abstract
Historically the integrated volatility or realized volatility of the process X(l).
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© 2019 Springer Fachmedien Wiesbaden GmbH, part of Springer Nature
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Martin, O. (2019). Estimating Quadratic Covariation. In: High-Frequency Statistics with Asynchronous and Irregular Data. Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics. Springer Spektrum, Wiesbaden. https://doi.org/10.1007/978-3-658-28418-3_7
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DOI: https://doi.org/10.1007/978-3-658-28418-3_7
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