Testing for jumps in the stochastic volatility models (Q1025341)
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scientific article; zbMATH DE number 5566452
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for jumps in the stochastic volatility models |
scientific article; zbMATH DE number 5566452 |
Statements
Testing for jumps in the stochastic volatility models (English)
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18 June 2009
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Davies problem
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Dirac's delta function
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jump process
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Lagrange multiplier test
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stochastic volatility process
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0.9282107949256896
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0.8463258743286133
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0.8093353509902954
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0.7967823147773743
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0.7918740510940552
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