Inference procedures for stable-Paretian stochastic volatility models (Q1931045): 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 05:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference procedures for stable-Paretian stochastic volatility models |
scientific article |
Statements
Inference procedures for stable-Paretian stochastic volatility models (English)
0 references
24 January 2013
0 references
stable-Paretian distribution
0 references
characteristic function
0 references
estimation
0 references
first order stationary auto-regressive processes
0 references
