High-frequency volatility of volatility estimation free from spot volatility estimates (Q4619498)
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scientific article; zbMATH DE number 7013621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-frequency volatility of volatility estimation free from spot volatility estimates |
scientific article; zbMATH DE number 7013621 |
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High-frequency volatility of volatility estimation free from spot volatility estimates (English)
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6 February 2019
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stochastic volatility
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volatility of volatility
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high-frequency data
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microstructure
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Fourier analysis
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