Bias-optimal vol-of-vol estimation: the role of window overlapping (Q2145695): Difference between revisions
From MaRDI portal
Latest revision as of 08:46, 29 July 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)
0 references
17 June 2022
0 references
stochastic volatility of volatility
0 references
high-frequency data
0 references
bias optimization
0 references
CIR model
0 references
CKLS model
0 references
0 references
0 references
0 references
0 references