Printed from https://ideas.repec.org/b/spr/sprbok/978-3-031-03861-7.html
Parameter Estimation in Stochastic Volatility Models
Author
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-031-03861-7
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a for a similarly titled item that would be available.
Book Chapters
The following chapters of this book are listed in IDEAS- Jaya P. N. Bishwal, 2022. "Stochastic Volatility Models: Methods of Pricing, Hedging and Estimation," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 1-77, Springer.
- Jaya P. N. Bishwal, 2022. "Sequential Monte Carlo Methods," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 79-102, Springer.
- Jaya Bishwal, 2022. "Parameter Estimation in the Heston Model," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 103-168, Springer.
- Jaya P. N. Bishwal, 2022. "Fractional Ornstein–Uhlenbeck Processes, Levy–Ornstein–Uhlenbeck Processes, and Fractional Levy– Ornstein–Uhlenbeck Processes," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 169-272, Springer.
- Jaya P. N. Bishwal, 2022. "Inference for General Semimartingales and Self-similar Processes," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 273-294, Springer.
- Jaya P. N. Bishwal, 2022. "Estimation in Gamma-Ornstein –Uhlenbeck Stochastic Volatility Model," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 295-305, Springer.
- Jaya P. N. Bishwal, 2022. "Berry–Esseen Inequalities for the Functional Ornstein–Uhlenbeck-Inverse -Gamma Process," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 307-349, Springer.
- Jaya P. N. Bishwal, 2022. "Maximum Quasi-Likelihood Estimation in Fractional Levy Stochastic Volatility Model," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 351-358, Springer.
- Jaya P. N. Bishwal, 2022. "Estimation in Barndorff Nielsen- Shephard Ornstein–Uhlenbeck Stochastic Volatility Models," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 359-372, Springer.
- Jaya P. N. Bishwal, 2022. "Parameter Estimation in Student Ornstein–Uhlenbeck Process," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 373-394, Springer.
- Jaya P. N. Bishwal, 2022. "Berry–Esseen Asymptotics for Pearson Diffusions," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 395-400, Springer.
- Jaya P. N. Bishwal, 2022. "Bayesian Maximum Likelihood Estimation in Fractional Stochastic Volatility Model," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 401-409, Springer.
- Jaya P. N. Bishwal, 2022. "Berry–Esseen–Stein–Malliavin Theory for Fractional Ornstein–Uhlenbeck Process," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 411-487, Springer.
- Jaya P. N. Bishwal, 2022. "Approximate Maximum Likelihood Estimation in Sub-fractional Hybrid Stochastic Volatility Model," Springer Books, in: Parameter Estimation in Stochastic Volatility Models, chapter 0, pages 489-522, Springer.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprbok:978-3-031-03861-7. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.