Parameter estimation for a discretely observed stochastic volatility model with jumps in the volatility (Q1425581): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0252959903000219 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2324968288 / rank | |||
Normal rank | |||
Latest revision as of 08:28, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for a discretely observed stochastic volatility model with jumps in the volatility |
scientific article |
Statements
Parameter estimation for a discretely observed stochastic volatility model with jumps in the volatility (English)
0 references
17 March 2004
0 references
stochastic volatility models
0 references
NIG distributions
0 references
central limit theorems
0 references
law of large numbers
0 references
Levy processes
0 references
Ornstein-Uhlenbeck processes
0 references
