Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility (Q2145810): Difference between revisions

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Latest revision as of 09:50, 29 July 2024

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Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility
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    Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility (English)
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    20 June 2022
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    bivariate pure-jump model
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    long memory
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    slow convergence
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    log Gaussian Cox process
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