Keywords
Stable Processes
Diffusions with Jumps
Likelihood
Volatilidad Dinámica
Procesos Estables
Difusiones con Saltos
Verosimilitud
How to Cite
Abstract
In this paper are presented some experiences about the modeling of financial data by three classes of models as alternative to Gaussian Linear models. Dynamic Volatility, Stable Lévy and Diffusion with Jumps models are considered. The techniques are illustrated with some examples of financial series on currency, futures and indexes.
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