Inference theory for volatility functional dependencies (Q284294): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M05 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number: 6581445 / rank | |||
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high-frequency data | |||
| Property / zbMATH Keywords: high-frequency data / rank | |||
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occupation measure | |||
| Property / zbMATH Keywords: occupation measure / rank | |||
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semimartingale | |||
| Property / zbMATH Keywords: semimartingale / rank | |||
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specification test | |||
| Property / zbMATH Keywords: specification test / rank | |||
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stochastic volatility | |||
| Property / zbMATH Keywords: stochastic volatility / rank | |||
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Revision as of 19:17, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference theory for volatility functional dependencies |
scientific article |
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Inference theory for volatility functional dependencies (English)
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18 May 2016
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high-frequency data
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occupation measure
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semimartingale
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specification test
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stochastic volatility
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