Time-Varying Periodicity in Intraday Volatility (Q5208074)
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scientific article; zbMATH DE number 7151255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Varying Periodicity in Intraday Volatility |
scientific article; zbMATH DE number 7151255 |
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Time-Varying Periodicity in Intraday Volatility (English)
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15 January 2020
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high-frequency data
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periodicity
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semimartingale
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specification test
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stochastic volatility
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