Volatility Jumps (Q3089154): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1198/jbes.2010.08342 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4241515853 / rank | |||
Normal rank | |||
Revision as of 02:21, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility Jumps |
scientific article |
Statements
Volatility Jumps (English)
0 references
24 August 2011
0 references
activity index
0 references
jump risk premium
0 references
leverage effect
0 references
stochastic volatility
0 references
VIX index
0 references
