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Observations concerning the estimation of Heston’s stochastic volatility model using HF data

Published Online: 2025-05-08

Published Print: 2025-06

Authors

Okhrin, Ostap https://orcid.org/0000-0002-8909-4861
Rockinger, Michael

Schmid, Manuel
Funding

Funding for this research was provided by:

Technische Universität Dresden
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Text and Data Mining valid from 2025-05-08

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Article History

Received: 29 October 2024

Revised: 13 January 2025

First Online: 8 May 2025

Document is current