Fourier inference for stochastic volatility models with heavy-tailed innovations.

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Bibliographic Details
Title:	Fourier inference for stochastic volatility models with heavy-tailed innovations.
Authors:	Ebner, Bruno¹ bruno.ebner@kit.edu, Klar, Bernhard¹ bernhard.klar@kit.edu, Meintanis, Simos G.^2,3 simosmei@econ.uoa.gr
Source:	Statistical Papers. Sep2018, Vol. 59 Issue 3, p1043-1060. 18p.
Database:	Mathematics Source

Description
ISSN:	09325026
DOI:	10.1007/s00362-016-0803-6