An application of the ECF method and numerical integration in estimation of the stochastic volatility models (Q2815324)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An application of the ECF method and numerical integration in estimation of the stochastic volatility models |
scientific article; zbMATH DE number 6598937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An application of the ECF method and numerical integration in estimation of the stochastic volatility models |
scientific article; zbMATH DE number 6598937 |
Statements
27 June 2016
0 references
numerical integration
0 references
Empirical Characteristic Function method
0 references
parameter estimations
0 references
stochastic volatility models
0 references
cubature formulas
0 references
An application of the ECF method and numerical integration in estimation of the stochastic volatility models (English)
0 references
