A new generalized volatility proxy via the stochastic volatility model
Year of publication: |
May 2017
|
---|---|
Authors: | Kim, Jong-Min ; Jung, Hojin ; Qin, Li |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 23, p. 2259-2268
|
Subject: | Volatility | stochastic volatility | relative bias | mean square error | Theorie | Theory | Volatilität | Stochastischer Prozess | Stochastic process |
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