Private Information and High-Frequency Stochastic Volatility (Q3368326)
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scientific article; zbMATH DE number 5002380
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Private Information and High-Frequency Stochastic Volatility |
scientific article; zbMATH DE number 5002380 |
Statements
Private Information and High-Frequency Stochastic Volatility (English)
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27 January 2006
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Stochastic Volatility
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Market Microstructure
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GARCH
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high frequency serial correlation
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0.7686010599136353
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0.7682064175605774
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0.744889497756958
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0.7405763268470764
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