Stochastic volatility duration models (Q2439049): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility duration models |
scientific article |
Statements
Stochastic volatility duration models (English)
0 references
7 March 2014
0 references
factor models
0 references
duration
0 references
liquidity risk
0 references
high frequency data
0 references
time at risk
0 references
