Rate of convergence for parametric estimation in a stochastic volatility model

Stochastic Processes and their Applications

Volumn 97, Issue 1, 2002, Pages 147-170

  Hoffmann, Marc ^a  

^a UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Discrete sampling; High frequency data; Non parametric Bayesian estimation; Stochastic volatility models

Indexed keywords

EID: 4243058725     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(01)00130-2     Document Type: Article

References (13)

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