Moment based estimation of supOU processes and a related stochastic volatility model (Q2340426)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment based estimation of supOU processes and a related stochastic volatility model |
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Moment based estimation of supOU processes and a related stochastic volatility model (English)
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17 April 2015
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generalized method of moments
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Ornstein-Uhlenbeck type process
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Lévy basis
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long memory
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stochastic volatility
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superpositions
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