Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes (Q1927109): Difference between revisions
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Latest revision as of 13:11, 16 December 2024
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes |
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Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes (English)
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30 December 2012
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quasi-likelihood estimation
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stochastic volatility model
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Ornstein-Uhlenbeck process
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asymptotic variance
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exchange rate data
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simulation study
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\texttt{R}
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