Estimating latent variables and jump diffusion models using high-frequency data
Year of publication: |
2007
|
---|---|
Authors: | Jiang, George J. ; Oomen, Roel C. A. |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 5.2007, 1, p. 1-30
|
Subject: | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Momentenmethode | Method of moments | Theorie | Theory | 1987-1995 |
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