Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (Q2288759): Difference between revisions

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-.1016/j.spl.2019.108600
@@ Property / DOI: 10.1016/j.spl.2019.108600 / rank @@
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+Milan J. Merkle
@@ Property / author: Milan J. Merkle / rank @@
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+Rodrigo S. Targino
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@@ Property / cites work @@
+Out of sample forecasts of quadratic variation
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+Q127285193
@@ Property / Wikidata QID: Q127285193 / rank @@
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@@ Property / DOI @@
+.1016/J.SPL.2019.108600
@@ Property / DOI: 10.1016/J.SPL.2019.108600 / rank @@
+Normal rank