Simulation and inference for stochastic volatility models driven by Levy processes (Q5447654)
From MaRDI portal
scientific article; zbMATH DE number 5251775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation and inference for stochastic volatility models driven by Levy processes |
scientific article; zbMATH DE number 5251775 |
Statements
Simulation and inference for stochastic volatility models driven by Levy processes (English)
0 references
20 March 2008
0 references
fractional
0 references
long memory
0 references
Ornstein-Uhlenbeck process
0 references
power decay process
0 references
Markov chain Monte Carlo
0 references
