Realized power variation and stochastic volatility model (Q1431540)
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scientific article; zbMATH DE number 2072461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized power variation and stochastic volatility model |
scientific article; zbMATH DE number 2072461 |
Statements
Realized power variation and stochastic volatility model (English)
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10 June 2004
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Concerns the authors' paper [ibid. 9, No. 2, 243--265 (2003; Zbl 1026.60054)].
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0.9930682
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0.90038216
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0.86984086
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0.86900294
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0.86897504
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