Stochastic volatility models as hidden Markov models and statistical applications (Q5933570)
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scientific article; zbMATH DE number 1599428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility models as hidden Markov models and statistical applications |
scientific article; zbMATH DE number 1599428 |
Statements
Stochastic volatility models as hidden Markov models and statistical applications (English)
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17 August 2001
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diffusion processes
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discrete-time observations
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hidden Markov models
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stochastic volatility
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mixing
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