Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data (Q3387056)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data |
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Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data (English)
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12 January 2021
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high-dimensional Itô process
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systematic volatility
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idiosyncratic volatility
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realized Laplace transform
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