Indirect estimation of alpha-stable stochastic volatility models.

Marco J. Lombardi Giorgio Calzolari

Published in: Comput. Stat. Data Anal. (2009)

Keyphrases

parameter estimation
complex systems
stochastic models
long term
parametric models
stock trading
data sets
neural network
social networks
prior knowledge
experimental data
computational models
sar images
exchange rate
stochastic process
accurate models