2024-03-28T17:37:00Z
http://repoint.unil.ch/oaiprovider/
oai:serval.unil.ch:BIB_B7B8F7ECBF32
2024-03-23T02:53:08Z
serval:BIB_B7B8F7ECBF32
Distributional Properties of Continuous Time Processes: From CIR to Bates
Okhrin
Ostap
author
Rockinger
Georg Michael
author
Schmid
Manuel
author
unpublished
2020-03-25
Higher moments, Distributional properties, Stochastic volatility, Jump diffusion, CIR process
eng
Working-paper