Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (Q4219769): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 14:48, 5 March 2024
scientific article; zbMATH DE number 1221009
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models |
scientific article; zbMATH DE number 1221009 |
Statements
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (English)
0 references
10 November 1998
0 references
Monte Carlo sampling
0 references
stochastic volatility models
0 references
failure diagnostics
0 references