Bayesian Approach for Parameter Estimation of Continuous-Time Stochastic Volatility Models using Fourier Transform Methods

10 December 2018

Papers citing "Bayesian Approach for Parameter Estimation of Continuous-Time Stochastic Volatility Models using Fourier Transform Methods"

3 / 3 papers shown

Title
Fourier transform methods for pathwise covariance estimation in the presence of jumps Christa Cuchiero Josef Teichmann 43 33 0 16 Jan 2013
A Fourier transform method for nonparametric estimation of multivariate volatility P. Malliavin M. Mancino 91 139 0 13 Aug 2009
Inference for stochastic volatility models using time change transformations K. Kalogeropoulos Gareth O. Roberts P. Dellaportas 97 34 0 10 Nov 2007