Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method
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Publication:4408643
DOI10.1111/1467-842X.00234zbMath1021.62089MaRDI QIDQ4408643
Jun Yu, John L. Knight, Stephen E. Satchell
Publication date: 21 October 2003
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Order statistics; empirical distribution functions (62G30) Characteristic functions; other transforms (60E10)
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