Resolution of policy uncertainty and sudden declines in volatility (Q1706492)
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scientific article; zbMATH DE number 6852116
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| default for all languages | No label defined |
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| English | Resolution of policy uncertainty and sudden declines in volatility |
scientific article; zbMATH DE number 6852116 |
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Resolution of policy uncertainty and sudden declines in volatility (English)
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22 March 2018
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non-affine derivative pricing models
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log volatility models
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quadratic volatility models
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downward volatility jumps
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variance swaps
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0.7278926968574524
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0.7184507846832275
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0.7143484950065613
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0.7135207056999207
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