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Statistical Method to Estimate Regime-Switching Levy Model

Julien Chevallier 1 Stéphane Goutte 2
1 EconomiX
2 LED - Laboratoire d'Economie Dionysien
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https://hal-univ-paris8.archives-ouvertes.fr/hal-02880598
Contributor : Haki Shtalbi <>
Submitted on : Thursday, June 25, 2020 - 10:11:41 AM
Last modification on : Friday, June 26, 2020 - 3:35:53 AM

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  • HAL Id : hal-02880598, version 1

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UNIV-PARIS8 | LED | ECONOMIX | UNIV-PARIS10 | CNRS | UNIV-PARIS-LUMIERES

Citation

Julien Chevallier, Stéphane Goutte. Statistical Method to Estimate Regime-Switching Levy Model. Springer Proceedings in Mathematics & Statistics, édité par Steland A, Rafajlowicz E., Szajowski K., 122, Editions: Springer, pp.381-389, 2015, ISBN: 978-3-319-13880-0. ⟨hal-02880598⟩

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