Statistical estimation of Lévy-type stochastic volatility models (Q470521): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:21, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical estimation of Lévy-type stochastic volatility models |
scientific article |
Statements
Statistical estimation of Lévy-type stochastic volatility models (English)
0 references
12 November 2014
0 references
time-changed Lévy model
0 references
stochastic volatility
0 references
random clock
0 references
nonparametric estimation
0 references
parameter estimation based on high-frequency data
0 references
