Volatility Jumps
From MaRDI portal
Publication:3089154
DOI10.1198/jbes.2010.08342zbMath1219.91156MaRDI 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
91G70: Statistical methods; risk measures
62G05: Nonparametric estimation
62M09: Non-Markovian processes: estimation
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