An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil
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More about this item
KeywordsVolatility indices; Continuous-time dynamics; Maximum likelihood estimation; Parametric specification test;
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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