A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275): Difference between revisions

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Latest revision as of 09:05, 12 July 2024

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A reduced form framework for modeling volatility of speculative prices based on realized variation measures
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    A reduced form framework for modeling volatility of speculative prices based on realized variation measures (English)
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    10 August 2016
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    stochastic volatility
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    realized variation
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    bipower variation
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    jumps
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    hazard rates
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    overnight volatility
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