Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model

Mathematics

• Stochastic Volatility 100%
• Modeling Approach 50%
• Goodness of Fit Test 50%
• Likelihood Function 50%
• New York Stock Exchange 50%
• Residual Diagnostics 50%
• Final Model 50%
• Fit Statistic 50%
• Monte Carlo 50%
• Numerical Methods 50%
• Supplementary Material 50%

Engineering

• Supplementary Material 100%
• Likelihood Function 100%
• Numerical Methods 100%