Moment based estimation of supOU processes and a related stochastic volatility model (Q2340426)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Moment based estimation of supOU processes and a related stochastic volatility model
scientific article

    Statements

    Moment based estimation of supOU processes and a related stochastic volatility model (English)
    0 references
    0 references
    0 references
    0 references
    17 April 2015
    0 references
    generalized method of moments
    0 references
    Ornstein-Uhlenbeck type process
    0 references
    Lévy basis
    0 references
    long memory
    0 references
    stochastic volatility
    0 references
    superpositions
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references