Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2002
to the strength of the volatility
process at a point in time. The parametric procedures rely on explicit functional form …, and (iii) the instantaneous volatility
corresponding to the strength of the volatility process at a point in time.
In … central to the development of our different
volatility measures, and we rely on the concepts and notation introduced in this …