Guyon–Lekeufack Volatility Model
收藏DataCite Commons2024-12-17 更新2025-04-16 收录
下载链接：
https://service.tib.eu/ldmservice/dataset/2a0c93d2-e725-4770-8f7d-81eb20739276
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资源简介：
The instantaneous volatility is modeled as a linear combination of two processes, one is an integral of weighted past price returns and the other is the square-root of an integral of weighted past squared volatility.
提供机构：
TIB
创建时间：
2024-12-17
