The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets (Q5863642)
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scientific article; zbMATH DE number 7536143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets |
scientific article; zbMATH DE number 7536143 |
Statements
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets (English)
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3 June 2022
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high-frequency data
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implied volatility
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jumps
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microstructure noise
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VIX
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volatility forecasts
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