Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical properties and economic implications of jump-diffusion processes with shot-noise effects |
scientific article |
Statements
Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (English)
0 references
19 August 2011
0 references
finance
0 references
shot-noise
0 references
characteristic function
0 references
generalized method of moments
0 references
