Indirect estimation of \(\alpha \)-stable stochastic volatility models
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Publication:961424
DOI10.1016/j.csda.2008.11.016zbMath1453.62143MaRDI QIDQ961424
Giorgio Calzolari, Marco J. Lombardi
Publication date: 30 March 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2008.11.016
60E07: Infinitely divisible distributions; stable distributions
62-08: Computational methods for problems pertaining to statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
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