Volatility activity: specification and estimation (Q2512607): Difference between revisions
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Revision as of 08:24, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility activity: specification and estimation |
scientific article |
Statements
Volatility activity: specification and estimation (English)
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7 August 2014
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asymmetric volatility activity
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high-frequency data
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Laplace transform
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signed power variation
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specification testing
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stochastic volatility
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volatility jumps
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