• English
    • italiano
  • English 
    • English
    • italiano
  • Login
Search 
  •   DSpace Home
  • Dipartimenti e Centri di ricerca UniSA. Pubblicazioni scientifiche
  • DiSES Working Papers
  • DiSES Working Papers
  • Search
  •   DSpace Home
  • Dipartimenti e Centri di ricerca UniSA. Pubblicazioni scientifiche
  • DiSES Working Papers
  • DiSES Working Papers
  • Search
JavaScript is disabled for your browser. Some features of this site may not work without it.

Search

Show Advanced FiltersHide Advanced Filters

Filters

Use filters to refine the search results.

Now showing items 1-1 of 1

  • Sort Options:
  • Relevance
  • Title Asc
  • Title Desc
  • Issue Date Asc
  • Issue Date Desc
  • Results Per Page:
  • 5
  • 10
  • 20
  • 40
  • 60
  • 80
  • 100
Thumbnail

Parameter estimation in continuous stochastic volatility models 

Albano, Giuseppina; Giordano, Francesco; Perna, Cira (2009)
Continuous-time di usion processes are often used in literature to model dynamics of nancial markets. In such kinds of models a rel- evant role is played by the variance of the process. So assumptions on the functional ...
EleA themes by Ugsiba
 

 

Browse

All of DSpaceCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsBy Submit DateThis CollectionBy Issue DateAuthorsTitlesSubjectsBy Submit Date

My Account

LoginRegister

Discover

AuthorAlbano, Giuseppina (1)
Giordano, Francesco (1)
Perna, Cira (1)
SubjectDiffusion processes (1)Discrete-time ob- servations (1)Stochastic volatility (1)... View MoreDate Issued2009 (1)Has File(s)Yes (1)
EleA themes by Ugsiba