scholarly journals Nonparametric Estimation in a Stochastic Volatility Model

2003 ◽  
pp. 303-313 ◽  
Author(s):  
Jürgen Franke ◽  
Wolfgang Härdle ◽  
Jens-Peter Kreiss
Keyword(s):  
Stochastic Volatility ◽  
Nonparametric Estimation ◽  
Stochastic Volatility Model ◽  
Volatility Model

scholarly journals Nonparametric estimation for a stochastic volatility model

2009 ◽  
Vol 14 (1) ◽  
pp. 49-80 ◽  
Author(s):  
F. Comte ◽  
V. Genon-Catalot ◽  
Y. Rozenholc
Keyword(s):  
Stochastic Volatility ◽  
Nonparametric Estimation ◽  
Stochastic Volatility Model ◽  
Volatility Model

A non-Gaussian stochastic volatility model

1998 ◽  
Vol 2 (2) ◽  
pp. 33-47 ◽  
Author(s):  
Yuichi Nagahara ◽  
Genshiro Kitagawa
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Volatility Model ◽  
Non Gaussian
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