Nonparametric estimation of stochastic volatility models (Q1929062)
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scientific article; zbMATH DE number 6122290
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| English | Nonparametric estimation of stochastic volatility models |
scientific article; zbMATH DE number 6122290 |
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Nonparametric estimation of stochastic volatility models (English)
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7 January 2013
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nonparametric estimation
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stochastic volatility
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realized volatility
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0.9127068519592284
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0.8860043883323669
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0.8750823736190796
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0.8718064427375793
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0.8657025694847107
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