Simple factor realized stochastic volatility models (Q2693373)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7665512
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Simple factor realized stochastic volatility models |
scientific article; zbMATH DE number 7665512 |
Statements
Simple factor realized stochastic volatility models (English)
0 references
20 March 2023
0 references
realized variance
0 references
stochastic volatility
0 references
Kalman filtering
0 references
state space model
0 references
0 references
0 references
0 references
0.88675714
0 references
0.8842766
0 references
0 references
0.87903607
0 references
0.87698126
0 references
0.87601745
0 references
0.87423867
0 references
