Inference procedures for stable-Paretian stochastic volatility models (Q1931045)
From MaRDI portal
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
0 references
0 references
0 references
0 references
0 references
0 references
