Volatility Jumps
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Publication:3089154
DOI10.1198/jbes.2010.08342zbMath1219.91156OpenAlexW4241515853MaRDI QIDQ3089154
Viktor Todorov, George Tauchen
Publication date: 24 August 2011
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jbes.2010.08342
Statistical methods; risk measures (91G70) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)
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