On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070)
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scientific article; zbMATH DE number 6897923
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the systematic and idiosyncratic volatility with large panel high-frequency data |
scientific article; zbMATH DE number 6897923 |
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On the systematic and idiosyncratic volatility with large panel high-frequency data (English)
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29 June 2018
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high dimensional Itô process
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common driving process
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specific driving process
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