Alternative models for stock price dynamics.

DOI10.1016/S0304-4076(03)00108-8zbMath1043.62087OpenAlexW2083685602MaRDI QIDQ1398979

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

Publication date: 7 August 2003

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00108-8

zbMATH Keywords

Efficient method of moments Poisson jump processes Stochastic volatility models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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