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20072020
most citedOn bounds for the mode and median of the generalized hyperbolic and related distributions

9 citations · 24 across the 7 of their papers we have counts for

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math.ST2018

Bayesian Approach for Parameter Estimation of Continuous-Time Stochastic Volatility Models using Fourier Transform Methods

Milan Merkle, Yuri F. Saporito, Rodrigo S. Targino

We propose a two stage procedure for the estimation of the parameters of a fairly general, continuous-time stochastic volatility. An important ingredient of the proposed method is…