Efficient estimation of integrated volatility and related processes

Keyphrases

• Nonparametric Bounds 100%
• Integrated Volatility 100%
• Unequally Spaced 66%
• Volatility 33%
• High Power 33%
• Functional Form 33%
• Semiparametric Efficiency 33%
• High Volatility 33%
• Efficiency Bound 33%
• Public Opinion 33%
• Block-based 33%
• Realized Variance 33%
• Constant Volatility 33%
• Volatility Process 33%
• Random Observations 33%
• Integrated Power 33%
• Quarticity 33%
• Microstructure Noise 33%
• Parametric Information 33%
• Observation Time 33%
• Piecewise Constant 33%
• Power Variance 33%

Mathematics

• Variance 100%
• Parametric 50%
• Functional Form 50%
• Functionals 50%
• High Power 50%