METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS (Q5051950)
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scientific article; zbMATH DE number 7620610
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS |
scientific article; zbMATH DE number 7620610 |
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METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS (English)
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18 November 2022
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consistency and asymptotic normality
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method of moments
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parameter estimation
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stochastic volatility model
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