Alternative models for stock price dynamics.

DOI10.1016/S0304-4076(03)00108-8zbMath1043.62087MaRDI QIDQ1398979

Eric Ghysels, George Tauchen, A. Ronald Gallant, Mikhail Chernov

Publication date: 7 August 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Efficient method of moments; Poisson jump processes; Stochastic volatility models

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

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