The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978)
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scientific article; zbMATH DE number 1961855
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| English | The dynamics of stochastic volatility: evidence from underlying and options markets |
scientific article; zbMATH DE number 1961855 |
Statements
The dynamics of stochastic volatility: evidence from underlying and options markets (English)
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7 August 2003
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continuous-time estimation
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stochastic volatility
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option pricing
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Bayesian analysis
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stock market crashes
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0.8478034138679504
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0.7972384095191956
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0.7843278646469116
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0.7829557657241821
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0.7796177268028259
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