Volatility models for stylized facts of high‐frequency financial data (Q6135344)
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scientific article; zbMATH DE number 7731473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility models for stylized facts of high‐frequency financial data |
scientific article; zbMATH DE number 7731473 |
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Volatility models for stylized facts of high‐frequency financial data (English)
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24 August 2023
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heavy tail
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huber loss
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jump diffusion process
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leverage effect
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volatility clustering
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