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Latest revision as of 09:46, 29 July 2024

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Bias-optimal vol-of-vol estimation: the role of window overlapping
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    Bias-optimal vol-of-vol estimation: the role of window overlapping (English)
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    17 June 2022
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    stochastic volatility of volatility
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    high-frequency data
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    bias optimization
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    CIR model
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    CKLS model
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