Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297): Difference between revisions
From MaRDI portal
Latest revision as of 23:06, 26 August 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of the stochastic leverage effect using the Fourier transform method |
scientific article |
Statements
Estimation of the stochastic leverage effect using the Fourier transform method (English)
0 references
19 September 2019
0 references
Fourier analysis
0 references
continuous semi-martingales
0 references
leverage effect
0 references
non-parametric estimation techniques
0 references
0 references
0 references
0 references
0 references
0 references
0 references