Simulated Likelihood Approximations for Stochastic Volatility Models (Q4828198): Difference between revisions
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Revision as of 20:01, 19 March 2024
scientific article; zbMATH DE number 2118806
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulated Likelihood Approximations for Stochastic Volatility Models |
scientific article; zbMATH DE number 2118806 |
Statements
Simulated Likelihood Approximations for Stochastic Volatility Models (English)
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24 November 2004
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approximate likelihood
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Cox-Ingersoll-Ross process
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discrete-time observations
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stochastic volatility models
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