Inference procedures for stable-Paretian stochastic volatility models
type: Item
instance of: scholarly article
title: Inference procedures for stable-Paretian stochastic volatility models
zbMATH Open document ID: 1255.91308
author: Simos G. Meintanis
author: Emanuele Taufer
published in: Mathematical and Computer Modelling
publication date: 2013-01-24T00:00:00Z
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60G52
zbMATH DE Number: 6128907
zbMATH Keywords: stable-Paretian distribution
zbMATH Keywords: characteristic function
zbMATH Keywords: estimation
zbMATH Keywords: first order stationary auto-regressive processes
MaRDI profile type: Publication
full work available at URL: j.mcm.2011.09.044
OpenAlex ID: W2038978888
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DOI: 10.1016/J.MCM.2011.09.044
description: scientific article; zbMATH DE number 6128907