A reduced form framework for modeling volatility of speculative prices based on realized variation measures (Q737275)
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scientific article; zbMATH DE number 6610571
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A reduced form framework for modeling volatility of speculative prices based on realized variation measures |
scientific article; zbMATH DE number 6610571 |
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A reduced form framework for modeling volatility of speculative prices based on realized variation measures (English)
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10 August 2016
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stochastic volatility
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realized variation
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bipower variation
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jumps
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hazard rates
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overnight volatility
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