Nonparametric jump variation measures from options
Viktor Todorov
| Year of publication: |
2022
|
|---|---|
| Authors: | Todorov, Viktor |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 2, p. 255-280
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| Subject: | Jump variation | Laplace transform | Options | Nonparametric estimation | Tail risk | Nichtparametrisches Verfahren | Nonparametric statistics | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Nichtparametrische Schätzung | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.04.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013463804