Econometric analysis of jump-driven stochastic volatility models (Q737254)
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scientific article; zbMATH DE number 6610558
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| English | Econometric analysis of jump-driven stochastic volatility models |
scientific article; zbMATH DE number 6610558 |
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Econometric analysis of jump-driven stochastic volatility models (English)
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10 August 2016
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Lévy process
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method-of-moments
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power variation
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quadratic variation
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realized variance
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stochastic volatility
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0.8327593803405762
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0.8091498613357544
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0.8091493248939514
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0.7816756367683411
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