Real time estimation of stochastic volatility processes (Q1931658)

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Real time estimation of stochastic volatility processes
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    title
    Real time estimation of stochastic volatility processes (English)
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    author
    László Gerencsér
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    Zsanett Orlovits
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    publication date
    15 January 2013
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    zbMATH DE Number
    6125696
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    zbMATH Keywords
    stochastic volatility
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    financial time series
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    GARCH processes
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    recursive estimation
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    Markovian dynamics
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    OpenAlex ID
    W2024300228
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