☆
4.0
Article
Volatility analysis for the GARCH-Ito model with option data
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE (2023)
Rate this paper
The primary rating indicates the level of overall quality for the paper. Secondary ratings independently reflect strengths or weaknesses of the paper.
Discover Peeref hubs
Discuss science. Find collaborators. Network.
Join a conversationAdd your recorded webinar
Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.
Upload Now