No label defined (Q4258939)
From MaRDI portal
scientific article; zbMATH DE number 1337321
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article; zbMATH DE number 1337321 |
Statements
15 September 1999
0 references
stochastic volatility
0 references
linear and nonlinear state space representations
0 references
simulation techniques
0 references
generalized bilinear stochastic volatility processes
0 references
estimation algorithms
0 references