Volatility occupation times (Q385768): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / author | |||
| Property / author: Jia Li / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: George Tauchen / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62G05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62G07 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62G20 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6237598 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
local approximations | |||
| Property / zbMATH Keywords: local approximations / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic volatility | |||
| Property / zbMATH Keywords: stochastic volatility / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
spot variance | |||
| Property / zbMATH Keywords: spot variance / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
quantiles | |||
| Property / zbMATH Keywords: quantiles / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
nonparametric estimation | |||
| Property / zbMATH Keywords: nonparametric estimation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
high-frequency data | |||
| Property / zbMATH Keywords: high-frequency data / rank | |||
Normal rank | |||
Revision as of 12:49, 29 June 2023
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
