Specification analysis in regime-switching continuous-time diffusion models for market volatility (Q2691691)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification analysis in regime-switching continuous-time diffusion models for market volatility |
scientific article |
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Specification analysis in regime-switching continuous-time diffusion models for market volatility (English)
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30 March 2023
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constant elasticity volatility
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endogeneity
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maximum likelihood estimation
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nonlinear diffusion
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regime-switching model
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volatility index
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0.9081603
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0.88289785
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0.8793414
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0.87818336
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0.87711763
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0.87470365
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