Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970)
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scientific article; zbMATH DE number 6600553
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| English | Estimation of continuous-time stochastic volatility models with jumps using high-frequency data |
scientific article; zbMATH DE number 6600553 |
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Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (English)
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4 July 2016
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continuous-time stochastic volatility models
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jump processes
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method-of-moments estimation
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realized multipower variation
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