Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo stock exchange (Q2150391)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo stock exchange |
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Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo stock exchange (English)
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27 June 2022
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realized volatility
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realized stochastic volatility model
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hybrid Monte Carlo method
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high-frequency data
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market microstructure noise
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