Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380)
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scientific article; zbMATH DE number 6532835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Wishart affine stochastic correlation model using the empirical characteristic function |
scientific article; zbMATH DE number 6532835 |
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Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (English)
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19 January 2016
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Wishart process
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empirical characteristic function
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stochastic correlation
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generalized method of moments
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