A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2010.03.029 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2010.03.029 / rank | |||
Normal rank | |||
Latest revision as of 02:32, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A reduced form framework for modeling volatility of speculative prices based on realized variation measures |
scientific article |
Statements
A reduced form framework for modeling volatility of speculative prices based on realized variation measures (English)
0 references
10 August 2016
0 references
stochastic volatility
0 references
realized variation
0 references
bipower variation
0 references
jumps
0 references
hazard rates
0 references
overnight volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
