Statistical estimation of Lévy-type stochastic volatility models (Q470521): Difference between revisions

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Latest revision as of 18:27, 9 December 2024

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Statistical estimation of Lévy-type stochastic volatility models
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    Statistical estimation of Lévy-type stochastic volatility models (English)
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    12 November 2014
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    time-changed Lévy model
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    stochastic volatility
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    random clock
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    nonparametric estimation
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    parameter estimation based on high-frequency data
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