Multiple time scales in volatility and leverage correlations: a stochastic volatility model (Q4650903)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multiple time scales in volatility and leverage correlations: a stochastic volatility model |
scientific article; zbMATH DE number 2135223
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiple time scales in volatility and leverage correlations: a stochastic volatility model |
scientific article; zbMATH DE number 2135223 |
Statements
Multiple time scales in volatility and leverage correlations: a stochastic volatility model (English)
0 references
18 February 2005
0 references
0.827530562877655
0 references
0.8000404238700867
0 references
0.7770329713821411
0 references
0.7691866159439087
0 references
0.7691519260406494
0 references
