Volatility of volatility and leverage effect from options (Q6118716): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jeconom.2024.105669 / rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q129577304 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2024.105669 / rank | |||
Normal rank | |||
Latest revision as of 19:37, 30 December 2024
scientific article; zbMATH DE number 7822307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility of volatility and leverage effect from options |
scientific article; zbMATH DE number 7822307 |
Statements
Volatility of volatility and leverage effect from options (English)
0 references
21 March 2024
0 references
characteristic function
0 references
leverage effect
0 references
nonparametric estimation
0 references
options
0 references
volatility of volatility
0 references
0 references
0 references
0 references
