Simulated Likelihood Approximations for Stochastic Volatility Models (Q4828198): Difference between revisions

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Latest revision as of 16:25, 7 June 2024

scientific article; zbMATH DE number 2118806
Language Label Description Also known as
English
Simulated Likelihood Approximations for Stochastic Volatility Models
scientific article; zbMATH DE number 2118806

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    Simulated Likelihood Approximations for Stochastic Volatility Models (English)
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    24 November 2004
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    approximate likelihood
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    Cox-Ingersoll-Ross process
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    discrete-time observations
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    stochastic volatility models
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