Volatility activity: specification and estimation (Q2512607)
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scientific article; zbMATH DE number 6327582
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Volatility activity: specification and estimation |
scientific article; zbMATH DE number 6327582 |
Statements
Volatility activity: specification and estimation (English)
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7 August 2014
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asymmetric volatility activity
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high-frequency data
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Laplace transform
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signed power variation
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specification testing
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stochastic volatility
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volatility jumps
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0.8276338577270508
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0.7831240892410278
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0.7791172862052917
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0.7754272818565369
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