No label defined (Q3180864)

From MaRDI portal
scientific article
Language Label Description Also known as
English
No label defined
scientific article

    Statements

    0 references
    0 references
    0 references
    6 January 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    jump diffusion
    0 references
    jump intensity
    0 references
    volatility diffusion
    0 references
    mixed GARCH model
    0 references
    feedback effect
    0 references