Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures |
scientific article |
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Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (English)
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27 July 2011
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inference
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leverage effect
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Lévy processes
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realized variance
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stochastic volatility
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superposition
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quasi-maximum likelihood
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