π-Economy
    π-EconomyPeter the Great St. Petersburg Polytechnic University
    Since 2008
    ISSN 2782-6015
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    • №6 December 2026
      Submission deadline: 5 November 2026
    • №1 February 2027
      Submission deadline: 11 January 2027

    Articles by keywords "high-frequency volatility forecast"

    Development of high-frequency volatility estimators in pricing and trading stock options

    Economic & mathematical methods and models
    Gayomey JohnZaytsev A.
    • Year: 2022
    • Volume: 15
    • Issue: 2
    • 36
    • 6271
    • Pages: 130-147