Statistical estimation of Lévy-type stochastic volatility models
| Year of publication: |
2012
|
|---|---|
| Authors: | Figueroa-López, José |
| Published in: |
Annals of Finance. - Springer. - Vol. 8.2012, 2, p. 309-335
|
| Publisher: |
Springer |
| Subject: | Time-changed Lévy model | Stochastic volatility | Random clock | Non-parametric estimation | Parameter estimation based on high-frequency data |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010989128