Time-Varying Periodicity in Intraday Volatility (Q5208074): Difference between revisions

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Latest revision as of 11:30, 21 July 2024

scientific article; zbMATH DE number 7151255
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Time-Varying Periodicity in Intraday Volatility
scientific article; zbMATH DE number 7151255

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    Time-Varying Periodicity in Intraday Volatility (English)
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    15 January 2020
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    high-frequency data
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    periodicity
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    semimartingale
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    specification test
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    stochastic volatility
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