Statistical estimation of Lévy-type stochastic volatility models (Q470521)
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scientific article; zbMATH DE number 6368839
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical estimation of Lévy-type stochastic volatility models |
scientific article; zbMATH DE number 6368839 |
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Statistical estimation of Lévy-type stochastic volatility models (English)
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12 November 2014
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time-changed Lévy model
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stochastic volatility
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random clock
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nonparametric estimation
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parameter estimation based on high-frequency data
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