Approximate Maximum Likelihood Estimates for Stock and Index Returns with Stochastic Volatility, Stochastic Jump Intensity, and Infinite-Activity Jumps
Year of publication: |
2018
|
---|---|
Authors: | Wilson, David |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Experiment | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (42 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: European Journal of Risk Regulation, Vol. 8, Issue 4, pp.1-14, 2017 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 4, 2017 erstellt |
Classification: | C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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