Results 251 to 260 of about 70,159 (262)
Some of the next articles are maybe not open access.

Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization?

SIAM Journal on Financial Mathematics, 2019
Peter Forsyth   +2 more
exaly  

GARCH Model Estimation Using Estimated Quadratic Variation

Econometric Reviews, 2015
Victoria Zinde-Walsh, John W Galbraith
exaly  

On the convergence of quadratic variation for compound fractional Poisson processes

Fractional Calculus and Applied Analysis, 2012
Enrico Scalas
exaly  

The quadratic variation of random processes

Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1971
openaire   +2 more sources

On almost sure convergence of the quadratic variation of Brownian motion

Stochastic Processes and Their Applications, 2003
exaly  

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