A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS
借鉴林奈分类法，对文献中现有的各种波动率模型和方法进行科学分类，帮助研究者理解波动率模型谱系。
Abstract Modeling volatility, or predictable changes over time and space in a variable, is crucial in the natural and social sciences. Life can be volatile, and anything that matters, and which changes over time and space, involves volatility. Without volatility, many temporal and spatial variables would simply be constants. Our purpose is to propose a scientific classification of the alternative volatility models and approaches that are available in the literature, following the Linnaean taxonomy. This scientific classification is used because the literature has evolved as a living organism, with the birth of numerous new species of models.