Pages that link to "Item:Q1727323"
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The following pages link to Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323):
Displaying 5 items.
- A second-order stock market model (Q470674) (← links)
- Maximum likelihood estimation of the double exponential jump-diffusion process (Q665791) (← links)
- Jump diffusion model with application to the Japanese stock market (Q929689) (← links)
- Empirical likelihood inference for the second-order jump-diffusion model (Q1933722) (← links)
- A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps (Q5034147) (← links)