Do price and volatility jump together? (Q990387)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5776893
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Do price and volatility jump together? |
scientific article; zbMATH DE number 5776893 |
Statements
Do price and volatility jump together? (English)
0 references
1 September 2010
0 references
common jumps
0 references
tests
0 references
discrete sampling
0 references
volatility
0 references
high-frequency data
0 references
0 references
0.8675814270973206
0 references
0.8602821826934814
0 references
0.8459406495094299
0 references
0.8243756294250488
0 references
0.8237184286117554
0 references
