A slightly depressing jump model: intraday volatility pattern simulation (Q4554418)
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scientific article; zbMATH DE number 6979457
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A slightly depressing jump model: intraday volatility pattern simulation |
scientific article; zbMATH DE number 6979457 |
Statements
A slightly depressing jump model: intraday volatility pattern simulation (English)
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14 November 2018
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Hawkes process
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jump detection
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birth-death-immigration
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financial series
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intraday simulation
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0.83182096
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0.82443756
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0.8167449
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0.81193584
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0.8086487
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0.80595976
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0.8044687
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