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
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the stochastic leverage effect using the Fourier transform method |
scientific article |
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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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