Computation of volatility in stochastic volatility models with high frequency data (Q2786036)
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scientific article; zbMATH DE number 5786210
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of volatility in stochastic volatility models with high frequency data |
scientific article; zbMATH DE number 5786210 |
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16 September 2010
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stochastic volatility
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Fourier analysis
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volatility of volatility
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leverage component
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Computation of volatility in stochastic volatility models with high frequency data (English)
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