Realized power variation and stochastic volatility model (Q1431540): Difference between revisions
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| Property / author: Ole Eiler Barndorff-Nielsen / rank | |||
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Latest revision as of 02:38, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized power variation and stochastic volatility model |
scientific article |
Statements
Realized power variation and stochastic volatility model (English)
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10 June 2004
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Concerns the authors' paper [ibid. 9, No. 2, 243--265 (2003; Zbl 1026.60054)].
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