Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method (Q4408643): Difference between revisions
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Latest revision as of 15:43, 5 March 2024
scientific article; zbMATH DE number 1941535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method |
scientific article; zbMATH DE number 1941535 |
Statements
Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method (English)
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21 October 2003
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empirical characteristic function
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financial data
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stochastic volatility
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