Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures
Year of publication: |
2011
|
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Authors: | Veraart, Almut E. D. |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 14.2011, 2, p. 204-240
|
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Varianzanalyse | Analysis of variance | Monte-Carlo-Simulation | Monte Carlo simulation |
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