Thierry Jeantheau

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Person:180609

Available identifiers

zbMath Open jeantheau.thierryMaRDI QIDQ180609

List of research outcomes





PublicationDate of PublicationType
A link between complete models with stochastic volatility and ARCH models2004-11-24Paper
Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models2004-11-24Paper
Stochastic volatility models as hidden Markov models and statistical applications2001-08-17Paper
Parameter estimation for discretely observed stochastic volatility models2000-08-24Paper
Limit theorems for discretely observed stochastic volatility models1999-07-12Paper
https://portal.mardi4nfdi.de/entity/Q48474461995-09-20Paper

Research outcomes over time

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