---
title: Observations Concerning the Estimation of Hestons’ Stochastic Volatility Model Using HF Data
url: https://www.ml-quant.com/papers/ssrn/4602112/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4602112
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4602112
featured: 2023-10-18
citations: 0
topic: Derivatives & Volatility
---


# Observations Concerning the Estimation of Hestons’ Stochastic Volatility Model Using HF Data

A study on the Heston stochastic volatility model shows challenges in producing accurate parameter estimates and limitations in capturing tail behavior with high-frequency financial data.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4602112
- Identifier: SSRN 4602112
- Released: 2023-10-13
- First featured: Quant Letter No. 22 (2023-10-18): https://www.ml-quant.com/issues/2023-10-18/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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