A slightly depressing jump model: intraday volatility pattern simulation (Q4554418)
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scientific article; zbMATH DE number 6979457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A slightly depressing jump model: intraday volatility pattern simulation |
scientific article; zbMATH DE number 6979457 |
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A slightly depressing jump model: intraday volatility pattern simulation (English)
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14 November 2018
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Hawkes process
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jump detection
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birth-death-immigration
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financial series
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intraday simulation
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