Parametric and Nonparametric Volatility Measurement
收藏NBER2002-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0279
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资源简介：
Volatility has been one of the most active areas of research in empirical finance and time series econometrics during the past decade. This chapter provides a unified continuous-time, frictionless, no-arbitrage framework for systematically categorizing the various volatility concepts, measurement
提供机构：
美国国家经济研究局
创建时间：
2002-08-01
