NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602)
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scientific article; zbMATH DE number 6975568
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | NONPARAMETRIC STOCHASTIC VOLATILITY |
scientific article; zbMATH DE number 6975568 |
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NONPARAMETRIC STOCHASTIC VOLATILITY (English)
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9 November 2018
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nonparametric method
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stochastic volatility modeling
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bivariate process
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0.9677553
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0.9677553
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0.9659836
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0.9612664
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0.95049536
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0.9494342
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0.94794405
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0.9459903
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0.9343835
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