A PARSIMONIOUS CONTINUOUS TIME MODEL OF EQUITY INDEX RETURNS: INFERRED FROM HIGH FREQUENCY DATA (Q4658676)
From MaRDI portal
scientific article; zbMATH DE number 2146985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A PARSIMONIOUS CONTINUOUS TIME MODEL OF EQUITY INDEX RETURNS: INFERRED FROM HIGH FREQUENCY DATA |
scientific article; zbMATH DE number 2146985 |
Statements
A PARSIMONIOUS CONTINUOUS TIME MODEL OF EQUITY INDEX RETURNS: INFERRED FROM HIGH FREQUENCY DATA (English)
0 references
18 March 2005
0 references
High frequency data
0 references
continuous time models
0 references
nonlinear filtering
0 references
0 references
0 references
