Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475)
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scientific article; zbMATH DE number 7532947
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Jump-robust volatility estimation using dynamic dual-domain integration method |
scientific article; zbMATH DE number 7532947 |
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Jump-robust volatility estimation using dynamic dual-domain integration method (English)
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27 May 2022
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volatility estimation
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dynamic integration
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time domain
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state domain
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short interest rate
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0.9025331
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0.89795727
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0.88407505
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0.8811898
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0.88038534
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0.8766819
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0.87481606
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0.86917937
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