The dynamics of stochastic volatility: evidence from underlying and options markets
type: Item
instance of: scholarly article
title: The dynamics of stochastic volatility: evidence from underlying and options markets
zbMATH Open document ID: 1016.62122
DOI: 10.1016/S0304-4076(03)00107-6
author: Christopher S. Jones
published in: Journal of Econometrics
publication date: 2003-08-07T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M99
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1961855
zbMATH Keywords: continuous-time estimation
zbMATH Keywords: stochastic volatility
zbMATH Keywords: option pricing
zbMATH Keywords: Bayesian analysis
zbMATH Keywords: stock market crashes
MaRDI profile type: Publication
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full work available at URL: s0304-4076(03)00107-6
OpenAlex ID: W2138349601
description: scientific article; zbMATH DE number 1961855