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On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method.

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Title: On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method.
Authors: Cacace, F.1 (AUTHOR), Germani, A.2 (AUTHOR), Papi, M.1 (AUTHOR) m.papi@unicampus.it
Source: Decisions in Economics & Finance. Dec2019, Vol. 42 Issue 2, p503-525. 23p.
Database: Business Source Ultimate
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 139655595
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method.
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  Data: <searchLink fieldCode="AR" term="%22Cacace%2C+F%2E%22">Cacace, F.</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Germani%2C+A%2E%22">Germani, A.</searchLink><relatesTo>2</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Papi%2C+M%2E%22">Papi, M.</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> m.papi@unicampus.it</i>
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  Data: <searchLink fieldCode="JN" term="%22Decisions+in+Economics+%26+Finance%22">Decisions in Economics & Finance</searchLink>. Dec2019, Vol. 42 Issue 2, p503-525. 23p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=139655595
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1007/s10203-019-00251-0
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      – Code: eng
        Text: English
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        PageCount: 23
        StartPage: 503
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      – TitleFull: On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method.
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            NameFull: Cacace, F.
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            NameFull: Germani, A.
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            NameFull: Papi, M.
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              M: 12
              Text: Dec2019
              Type: published
              Y: 2019
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              Value: 42
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            – TitleFull: Decisions in Economics & Finance
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