Volatility occupation times (Q385768): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3104498715 / rank | |||
Normal rank | |||
Latest revision as of 09:55, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility occupation times |
scientific article |
Statements
Volatility occupation times (English)
0 references
11 December 2013
0 references
local approximations
0 references
stochastic volatility
0 references
spot variance
0 references
quantiles
0 references
nonparametric estimation
0 references
high-frequency data
0 references
0 references
0 references
