Volatility occupation times (Q385768)
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scientific article; zbMATH DE number 6237598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility occupation times |
scientific article; zbMATH DE number 6237598 |
Statements
Volatility occupation times (English)
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11 December 2013
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local approximations
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stochastic volatility
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spot variance
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quantiles
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nonparametric estimation
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high-frequency data
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0.83306646
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0.82424045
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0.82209384
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0.8181916
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0.8173612
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0.8119379
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