Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models (Q5485110): Difference between revisions
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scientific article; zbMATH DE number 5050410
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English | Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models |
scientific article; zbMATH DE number 5050410 |
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Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models (English)
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28 August 2006
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importance sampling
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Monte Carlo likelihood
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stochastic volatility
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