On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070): Difference between revisions
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Revision as of 04:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the systematic and idiosyncratic volatility with large panel high-frequency data |
scientific article |
Statements
On the systematic and idiosyncratic volatility with large panel high-frequency data (English)
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29 June 2018
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high dimensional Itô process
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common driving process
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specific driving process
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