Volatility occupation times (Q385768)

From MaRDI portal
Revision as of 03:14, 30 January 2024 by Import240129110155 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Volatility occupation times
scientific article

    Statements

    title
    Volatility occupation times (English)
    0 references
    author
    Jia Li
    0 references
    Viktor Todorov
    0 references
    George Tauchen
    0 references
    Jia Li
    0 references
    George Tauchen
    0 references
    publication date
    11 December 2013
    0 references
    zbMATH Keywords
    local approximations
    0 references
    stochastic volatility
    0 references
    spot variance
    0 references
    quantiles
    0 references
    nonparametric estimation
    0 references
    high-frequency data
    0 references

    Identifiers

    DOI
    10.1214/13-AOS1135
    0 references
    Mathematics Subject Classification ID
    62M05
    0 references
    62G05
    0 references
    62P05
    0 references
    60H30
    0 references
    62G07
    0 references
    62G20
    0 references
    zbMATH DE Number
    6237598
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q385768&oldid=12259384"
    Powered by MediaWiki