Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970): Difference between revisions
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Revision as of 00:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of continuous-time stochastic volatility models with jumps using high-frequency data |
scientific article |
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Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (English)
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4 July 2016
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continuous-time stochastic volatility models
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jump processes
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method-of-moments estimation
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realized multipower variation
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