Open AccessEstimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility
Author(s) -
Tim Bollerslev,
Hao Zhou
Publication year - 2001
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2001.49
Subject(s) - estimator , stochastic volatility , volatility (finance) , econometrics , forward volatility , realized variance , conditional expectation , generalized method of moments , mathematics , foreign exchange , economics , computer science , statistics , monetary economics
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