Volatility analysis with realized GARCH-Itô models (Q134810): Difference between revisions
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Revision as of 09:15, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility analysis with realized GARCH-Itô models |
scientific article |
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393-410
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May 2021
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24 March 2021
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Volatility analysis with realized GARCH-Itô models (English)
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high-frequency financial data
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option data
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quasi-maximum likelihood estimation
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stochastic differential equation
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volatility estimation and prediction
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