A Class of Generalized Hyperbolic Continuous Time Integrated Stochastic Volatility Likelihood Models (Q6475191)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Class of Generalized Hyperbolic Continuous Time Integrated Stochastic Volatility Likelihood Models |
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