Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility (Q2145810): Difference between revisions
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Revision as of 07:35, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility |
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Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility (English)
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20 June 2022
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bivariate pure-jump model
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long memory
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slow convergence
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log Gaussian Cox process
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