Efficient volatility estimation in a two-factor model (Q5136965)
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scientific article; zbMATH DE number 7279465
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| English | Efficient volatility estimation in a two-factor model |
scientific article; zbMATH DE number 7279465 |
Statements
Efficient volatility estimation in a two‐factor model (English)
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30 November 2020
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discrete observations
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electricity market modeling
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financial statistics
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0.7852863669395447
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0.7768518328666687
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0.7626375555992126
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0.7570715546607971
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0.7570338249206543
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