Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers (Q3368336): Difference between revisions
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Revision as of 11:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers |
scientific article |
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Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers (English)
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27 January 2006
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Stochastic volatility
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importance sampling
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Maximum Likelihood
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Kalman filter
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