Realized power variation and stochastic volatility model (Q1431540): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.3150/bj/1068128977 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2007910409 / rank | |||
Normal rank | |||
Latest revision as of 02:38, 20 March 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
