State-space stochastic volatility models: A review of estimation algorithms (Q4258939): Difference between revisions
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State-space stochastic volatility models: A review of estimation algorithms | |||
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State-space stochastic volatility models: A review of estimation algorithms (English) | |||
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Latest revision as of 09:17, 30 July 2024
scientific article; zbMATH DE number 1337321
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State-space stochastic volatility models: A review of estimation algorithms |
scientific article; zbMATH DE number 1337321 |
Statements
15 September 1999
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stochastic volatility
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linear and nonlinear state space representations
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simulation techniques
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generalized bilinear stochastic volatility processes
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estimation algorithms
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State-space stochastic volatility models: A review of estimation algorithms (English)
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