Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970)
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: Estimation of continuous-time stochastic volatility models with jumps using high-frequency data |
scientific article; zbMATH DE number 6600553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of continuous-time stochastic volatility models with jumps using high-frequency data |
scientific article; zbMATH DE number 6600553 |
Statements
Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (English)
0 references
4 July 2016
0 references
continuous-time stochastic volatility models
0 references
jump processes
0 references
method-of-moments estimation
0 references
realized multipower variation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
