Volatility inference and return dependencies in stochastic volatility models (Q5377003)
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scientific article; zbMATH DE number 7057296
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| English | Volatility inference and return dependencies in stochastic volatility models |
scientific article; zbMATH DE number 7057296 |
Statements
VOLATILITY INFERENCE AND RETURN DEPENDENCIES IN STOCHASTIC VOLATILITY MODELS (English)
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21 May 2019
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stochastic volatility
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Shannon information
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geometric probability theory
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0.7559962272644043
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0.7465421557426453
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0.7465420365333557
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0.7345657348632812
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