BOOK-CHAPTER
Estimation in Gamma-Ornstein –Uhlenbeck Stochastic Volatility Model
Keywords:
Ornstein–Uhlenbeck process Stylized fact Stochastic volatility Estimator Volatility (finance) Econometrics Mathematics Heston model Statistical physics Applied mathematics Stochastic process Economics SABR volatility model Statistics Physics Keynesian economics
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Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Complex Systems and Time Series Analysis
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
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