Adaptive estimation of the dynamics of a discrete time stochastic volatility model
Year of publication: |
2010
|
---|---|
Authors: | Comte, Fabienne ; Lacour, C. ; Rozenholc, Y. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 154.2010, 1, p. 42-73
|
Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
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