Spot volatility estimation for high-frequency data (Q660058)
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scientific article; zbMATH DE number 6000089
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Spot volatility estimation for high-frequency data |
scientific article; zbMATH DE number 6000089 |
Statements
Spot volatility estimation for high-frequency data (English)
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25 January 2012
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asymptotic normality
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CIR model
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constant elasticity of diffusion
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extreme distribution
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kernel estimator
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long memory
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stock price
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0.8617607355117798
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0.8210268020629883
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0.8064616322517395
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0.8028849959373474
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