Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294): Difference between revisions
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Revision as of 08:46, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection |
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Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (English)
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23 July 2007
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stochastic volatility
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Lévy process
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Markov chain Monte Carlo
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model selection
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