Temporal aggregation of volatility models (Q2439047): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0304-4076(03)00200-8 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3023857478 / rank | |||
Normal rank | |||
Latest revision as of 09:33, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Temporal aggregation of volatility models |
scientific article |
Statements
Temporal aggregation of volatility models (English)
0 references
7 March 2014
0 references
GARCH
0 references
stochastic volatility
0 references
state-space
0 references
SR-SARV
0 references
temporal aggregation
0 references
asset returns
0 references
diffusion processes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
