Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model
Jaya Prakasah Narayan Bishwal
| Year of publication: |
2011
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|---|---|
| Authors: | Bishwal, Jaya Prakasah Narayan |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 1.2011, 3, p. 58-62
|
| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009668523