Functional stable limit theorems for quasi-efficient spectral covolatility estimators

Randolf Altmeyer, Markus Bibinger

Type: Article

Publication Date: 2015-08-05

Citations: 23

DOI: https://doi.org/10.1016/j.spa.2015.07.009

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Stochastic Processes and their Applications - View
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+	An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility	2013	Emmanuelle Clément Sylvain Delattre Arnaud Gloter
+	Efficient Estimation of Integrated Volatility and Related Processes	2013	Èric Renault Cisil Sarisoy Bas J. M. Werker
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