Inference on volatility curve at high frequencies via functional data analysis (Q5867750)
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scientific article; zbMATH DE number 7585015
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference on volatility curve at high frequencies via functional data analysis |
scientific article; zbMATH DE number 7585015 |
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Inference on volatility curve at high frequencies via functional data analysis (English)
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14 September 2022
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spot volatility
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B-splines
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functional data analysis
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Karhunen-Loève expansion
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