An application of the ECF method and numerical integration in estimation of the stochastic volatility models (Q2815324)
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scientific article; zbMATH DE number 6598937
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| English | An application of the ECF method and numerical integration in estimation of the stochastic volatility models |
scientific article; zbMATH DE number 6598937 |
Statements
27 June 2016
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numerical integration
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Empirical Characteristic Function method
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parameter estimations
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stochastic volatility models
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cubature formulas
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An application of the ECF method and numerical integration in estimation of the stochastic volatility models (English)
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0.8055455684661865
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0.8055452704429626
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0.7774643301963806
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0.7531083226203918
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