Simple estimators and inference for higher-order stochastic volatility models (Q2043263)
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scientific article; zbMATH DE number 7376513
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| English | Simple estimators and inference for higher-order stochastic volatility models |
scientific article; zbMATH DE number 7376513 |
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Simple estimators and inference for higher-order stochastic volatility models (English)
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30 July 2021
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generalized method of moments
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Markov chain Monte Carlo
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Monte Carlo tests
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stochastic volatility
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asymptotic distribution
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stock returns
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higher-order process
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