Quasi-maximum likelihood estimation of stochastic volatility models (Q1341214): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
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

    Identifiers