Real time estimation of stochastic volatility processes (Q1931658): 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 06:15, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Real time estimation of stochastic volatility processes |
scientific article |
Statements
Real time estimation of stochastic volatility processes (English)
0 references
15 January 2013
0 references
stochastic volatility
0 references
financial time series
0 references
GARCH processes
0 references
recursive estimation
0 references
Markovian dynamics
0 references