The continuous-time limit of score-driven volatility models (Q2658765)
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scientific article; zbMATH DE number 7327179
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The continuous-time limit of score-driven volatility models |
scientific article; zbMATH DE number 7327179 |
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The continuous-time limit of score-driven volatility models (English)
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24 March 2021
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weak diffusion limits
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score-driven models
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Student-\(t\)
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general error distribution
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0.8820312
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0.87429476
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0.8731985
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0.8653245
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0.8585741
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0.8572164
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0.85529256
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