Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models (Q274920): Difference between revisions
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Revision as of 19:07, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models |
scientific article |
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Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models (English)
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25 April 2016
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stochastic volatility
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simulation-based estimation
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model diagnostics
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stock returns
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