Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency (Q2079627)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency |
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Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency (English)
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30 September 2022
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factor model
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high dimensionality
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POET
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quasi-maximum likelihood estimation
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stochastic volatility model
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