Quasi-maximum likelihood estimation of stochastic volatility models (Q1341214): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2164168189 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: ARCH modeling in finance. A review of the theory and empirical evidence / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3374319 / rank | |||
Normal rank |
Latest revision as of 10:05, 23 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Quasi-maximum likelihood estimation of stochastic volatility models |
scientific article |
Statements
Quasi-maximum likelihood estimation of stochastic volatility models (English)
0 references
28 November 1995
0 references
0 references