Inference methods for discretely observed continuous-time stochastic volatility models : a commented overview
J. C. Jimenez, R. J. Biscay and T. Ozaki
| Year of publication: |
2006
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|---|---|
| Authors: | Jiménez, Juan Carlos ; Biscay, R. J. ; Ozaki, Tohru |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 12.2005, 2, p. 109-141
|
| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003378338