Realized power variation and stochastic volatility model (Q1431540): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:00, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized power variation and stochastic volatility model |
scientific article |
Statements
Realized power variation and stochastic volatility model (English)
0 references
10 June 2004
0 references
Concerns the authors' paper [ibid. 9, No. 2, 243--265 (2003; Zbl 1026.60054)].
0 references
