A universal approach to estimate the conditional variance in semimartingale limit theorems
Crossref DOI link: https://doi.org/10.1007/s10463-020-00781-0
Published Online: 2021-01-01
Published Print: 2021-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Vetter, Mathias
Text and Data Mining valid from 2021-01-01
Version of Record valid from 2021-01-01
Article History
Received: 27 April 2020
Revised: 30 October 2020
Accepted: 5 November 2020
First Online: 1 January 2021