Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Stochastic volatility duration models - MaRDI portal

Stochastic volatility duration models (Q2439049)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic volatility duration models
scientific article

    Statements

    title
    Stochastic volatility duration models (English)
    0 references
    author
    Eric Ghysels
    0 references
    Joanna Jasiak
    0 references
    publication date
    7 March 2014
    0 references
    Mathematics Subject Classification ID
    91B70
    0 references
    62P05
    0 references
    62M10
    0 references
    91B30
    0 references
    zbMATH DE Number
    6266298
    0 references
    zbMATH Keywords
    factor models
    0 references
    duration
    0 references
    liquidity risk
    0 references
    high frequency data
    0 references
    time at risk
    0 references
    Wikidata QID
    Q56602075
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2439049&oldid=35376509"
    Powered by MediaWiki