Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models (Q5485110): Difference between revisions
From MaRDI portal
Set profile property. |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:00, 7 March 2024
scientific article; zbMATH DE number 5050410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models |
scientific article; zbMATH DE number 5050410 |
Statements
Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models (English)
0 references
28 August 2006
0 references
importance sampling
0 references
Monte Carlo likelihood
0 references
stochastic volatility
0 references
