Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (Q4219769)
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scientific article; zbMATH DE number 1221009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models |
scientific article; zbMATH DE number 1221009 |
Statements
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (English)
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10 November 1998
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Monte Carlo sampling
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stochastic volatility models
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failure diagnostics
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