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Estimation in Barndorff Nielsen- Shephard Ornstein–Uhlenbeck Stochastic Volatility Models

Authors :
Jaya P. N. Bishwal
Source :
Parameter Estimation in Stochastic Volatility Models ISBN: 9783031038600
Publication Year :
2022
Publisher :
Springer International Publishing, 2022.

Details

ISBN :
978-3-031-03860-0
ISBNs :
9783031038600
Database :
OpenAIRE
Journal :
Parameter Estimation in Stochastic Volatility Models ISBN: 9783031038600
Accession number :
edsair.doi...........874682523a7444aaccf867039481ceff
Full Text :
https://doi.org/10.1007/978-3-031-03861-7_9
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