Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294): 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 02:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection |
scientific article |
Statements
Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (English)
0 references
23 July 2007
0 references
stochastic volatility
0 references
Lévy process
0 references
Markov chain Monte Carlo
0 references
model selection
0 references
