Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps (Q3295718)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps |
scientific article |
Statements
Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps (English)
0 references
10 July 2020
0 references
Itô semimartingale
0 references
realized volatility
0 references
jumps
0 references
multipower variation
0 references
truncated power variation
0 references
infinite activity jumps
0 references
