Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns

DOI10.1155/2018/9549707zbMath1422.91730OpenAlexW2807798063MaRDI QIDQ1727323

Tianshun Yan, Shuanghua Luo, Yan-Yong Zhao

Publication date: 20 February 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/9549707

Mathematics Subject Classification ID

Uses Software

• Matlab
• Optimization Toolbox

Cites Work

• Unnamed Item
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