Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method (Q4408643)
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: Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method |
scientific article; zbMATH DE number 1941535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method |
scientific article; zbMATH DE number 1941535 |
Statements
Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method (English)
0 references
21 October 2003
0 references
empirical characteristic function
0 references
financial data
0 references
stochastic volatility
0 references
