Estimation and asymptotic covariance matrix for stochastic volatility models (Q1697869)
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scientific article; zbMATH DE number 6841382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and asymptotic covariance matrix for stochastic volatility models |
scientific article; zbMATH DE number 6841382 |
Statements
Estimation and asymptotic covariance matrix for stochastic volatility models (English)
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20 February 2018
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stochastic volatility
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asymptotically stationary process
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consistency
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asymptotic normality
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asymptotic variance-covariance matrix
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financial returns
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