The characteristic functions of basic SV model and SV model with leverage effect are derived, an estimation (method) of SV models via empirical characteristic function is discussed in this paper.

计算基本SV模型和杠杆效应SV模型的联合特征函数，借助经验特征函数方法估计这两个SV模型。

youdao

The characteristic functions of basic SV model and SV model with leverage effect are derived, an estimation (method) of SV models via empirical characteristic function is discussed in this paper.

计算基本SV模型和杠杆效应SV模型的联合特征函数，借助经验特征函数方法估计这两个SV模型。

youdao