Parameter estimation for a discretely observed stochastic volatility model with jumps in the volatility (Q1425581): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for a discretely observed stochastic volatility model with jumps in the volatility |
scientific article |
Statements
Parameter estimation for a discretely observed stochastic volatility model with jumps in the volatility (English)
0 references
17 March 2004
0 references
stochastic volatility models
0 references
NIG distributions
0 references
central limit theorems
0 references
law of large numbers
0 references
Levy processes
0 references
Ornstein-Uhlenbeck processes
0 references
