On measuring volatility of diffusion processes with high frequency data (Q5958532)
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scientific article; zbMATH DE number 1715544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On measuring volatility of diffusion processes with high frequency data |
scientific article; zbMATH DE number 1715544 |
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On measuring volatility of diffusion processes with high frequency data (English)
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3 March 2002
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volatility
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forecasting
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high frequency data
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SR-SARV(1)
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GARCH models
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