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

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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
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DbLabel: Mathematics Source
An: 131296664
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  Data: Fourier inference for stochastic volatility models with heavy-tailed innovations.
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  Data: <searchLink fieldCode="AR" term="%22Ebner%2C+Bruno%22">Ebner, Bruno</searchLink><relatesTo>1</relatesTo><i> bruno.ebner@kit.edu</i><br /><searchLink fieldCode="AR" term="%22Klar%2C+Bernhard%22">Klar, Bernhard</searchLink><relatesTo>1</relatesTo><i> bernhard.klar@kit.edu</i><br /><searchLink fieldCode="AR" term="%22Meintanis%2C+Simos+G%2E%22">Meintanis, Simos G.</searchLink><relatesTo>2,3</relatesTo><i> simosmei@econ.uoa.gr</i>
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  Data: <searchLink fieldCode="JN" term="%22Statistical+Papers%22">Statistical Papers</searchLink>. Sep2018, Vol. 59 Issue 3, p1043-1060. 18p.
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      – Type: doi
        Value: 10.1007/s00362-016-0803-6
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      – Code: eng
        Text: English
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        PageCount: 18
        StartPage: 1043
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      – TitleFull: Fourier inference for stochastic volatility models with heavy-tailed innovations.
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            NameFull: Ebner, Bruno
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            NameFull: Klar, Bernhard
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              M: 09
              Text: Sep2018
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              Y: 2018
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              Value: 59
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