Inference procedures for stable-Paretian stochastic volatility models (Q1931045)
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scientific article; zbMATH DE number 6128907
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference procedures for stable-Paretian stochastic volatility models |
scientific article; zbMATH DE number 6128907 |
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Inference procedures for stable-Paretian stochastic volatility models (English)
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24 January 2013
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stable-Paretian distribution
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characteristic function
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estimation
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first order stationary auto-regressive processes
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