A note on estimating stochastic volatility and its volatility: a new simple method
We present a new simple method of estimating stochastic volatility and its volatility. This method is applicable to both cross-sectional and time-series data. Moreover, this method does not require volatility data series.
Year of publication: |
2012-12
|
---|---|
Authors: | Alghalith, Moawia |
Institutions: | arXiv.org |
Saved in:
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