Volatility coupling (Q2054472)
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scientific article; zbMATH DE number 7438231
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Volatility coupling |
scientific article; zbMATH DE number 7438231 |
Statements
Volatility coupling (English)
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3 December 2021
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coupling
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high-frequency data
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occupation measure
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quantiles
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semimartingale
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uniform inference
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0.7521104216575623
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0.7508288025856018
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0.750097393989563
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0.7416284680366516
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