A Class of Generalized Hyperbolic Continuous Time Integrated Stochastic Volatility Likelihood Models (Q6475191)

From MaRDI portal





scientific article; zbMATH DE number 900043742
Language Label Description Also known as
default for all languages
No label defined
    English
    A Class of Generalized Hyperbolic Continuous Time Integrated Stochastic Volatility Likelihood Models
    scientific article; zbMATH DE number 900043742

      Statements

      3 March 2005
      0 references
      math.ST
      0 references
      math.PR
      0 references
      stat.TH
      0 references
      0 references
      0 references

      Identifiers

      0 references