Alternative models for stock price dynamics. (Q1398979)

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Alternative models for stock price dynamics.
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    Statements

    title
    Alternative models for stock price dynamics. (English)
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    author
    Mikhail Chernov
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    A. Ronald Gallant
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    Eric Ghysels
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    George Tauchen
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    publication date
    7 August 2003
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    zbMATH Keywords
    Efficient method of moments
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    Poisson jump processes
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    Stochastic volatility models
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    Identifiers

    zbMATH DE Number
    1961856
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