Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297): Difference between revisions

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Latest revision as of 23:06, 26 August 2024

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Estimation of the stochastic leverage effect using the Fourier transform method
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    Estimation of the stochastic leverage effect using the Fourier transform method (English)
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    19 September 2019
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    Fourier analysis
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    continuous semi-martingales
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    leverage effect
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    non-parametric estimation techniques
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