Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177): Difference between revisions
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| Property / DOI: 10.1016/J.EJOR.2011.05.011 / rank | |||
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Revision as of 22:48, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical properties and economic implications of jump-diffusion processes with shot-noise effects |
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Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (English)
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19 August 2011
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finance
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shot-noise
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characteristic function
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generalized method of moments
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