Statistical inference for time-inhomogeneous volatility models. (Q1879945): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for time-inhomogeneous volatility models. |
scientific article |
Statements
Statistical inference for time-inhomogeneous volatility models. (English)
0 references
15 September 2004
0 references
stochastic volatility model
0 references
adaptive estimation
0 references
local homogeneity
0 references
