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Statistical decomposition of volatility - MaRDI portal

Statistical decomposition of volatility (Q2400051)

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Statistical decomposition of volatility
scientific article

    Statements

    title
    Statistical decomposition of volatility (English)
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    author
    V. Yu. Korolev
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    publication date
    25 August 2017
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    zbMATH Keywords
    statistical decomposition
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    volatility
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    stochastic Poisson processes
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    Identifiers

    zbMATH DE Number
    6764453
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    OpenAlex ID
    W2582081240
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