Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models (Q274920): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B70
@@ Property / Mathematics Subject Classification ID: 91B70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6573061
@@ Property / zbMATH DE Number: 6573061 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatility
@@ Property / zbMATH Keywords: stochastic volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+simulation-based estimation
@@ Property / zbMATH Keywords: simulation-based estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+model diagnostics
@@ Property / zbMATH Keywords: model diagnostics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stock returns
@@ Property / zbMATH Keywords: stock returns / rank @@
+Normal rank

Revision as of 17:19, 27 June 2023