Volatility analysis for the GARCH-Itô model with option data (Q6490397): Difference between revisions
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Revision as of 14:45, 28 November 2024
scientific article; zbMATH DE number 7836165
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility analysis for the GARCH-Itô model with option data |
scientific article; zbMATH DE number 7836165 |
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Volatility analysis for the GARCH-Itô model with option data (English)
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23 April 2024
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forecasting power
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high-frequency historical data
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low-frequency historical data
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option-implied volatility
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quasimaximum likelihood estimators
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