Bias-optimal vol-of-vol estimation: the role of window overlapping (Q2145695): Difference between revisions
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Revision as of 19:19, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias-optimal vol-of-vol estimation: the role of window overlapping |
scientific article |
Statements
Bias-optimal vol-of-vol estimation: the role of window overlapping (English)
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17 June 2022
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stochastic volatility of volatility
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high-frequency data
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bias optimization
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CIR model
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CKLS model
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