Talk:Realized variance

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Dr. Podolskij's comment on this article

Latest comment: 10 years ago1 comment1 person in discussion

Dr. Podolskij has reviewed this Wikipedia page, and provided us with the following comments to improve its quality:

This article may contain more mathematical details as nowadays many asymptotic results for realised variance and related functionals are available. Also the references are kind of one-sided. First results about the limit theorems for realised variance have been obtained by Jean Jacod in the middle of 90's.

We hope Wikipedians on this talk page can take advantage of these comments and improve the quality of the article accordingly.

Dr. Podolskij has published scholarly research which seems to be relevant to this Wikipedia article:

Reference : Kim Christensen & Roel Oomen & Mark Podolskij, 2011. "Fact or friction: Jumps at ultra high frequency," CREATES Research Papers 2011-19, School of Economics and Management, University of Aarhus.

ExpertIdeasBot (talk) 18:31, 27 June 2016 (UTC)Reply

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Talk:Realized variance

Dr. Podolskij's comment on this article