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Convergence rate for integrated self-weighted volatility by using intraday high-frequency data with noise.

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Bibliographic Details
Title: Convergence rate for integrated self-weighted volatility by using intraday high-frequency data with noise.
Authors: Erlin Guo1, Cuixia Li1 lcx@xzit.edu.cn, Ling, Patrick2, Fengqin Tang3
Source: AIMS Mathematics. 2023, Vol. 8 Issue 12, p31070-31091. 22p.
Database: Mathematics Source
Description
ISSN:24736988
DOI:10.3934/math.20231590