A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH (Q4210852)
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scientific article; zbMATH DE number 1202831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH |
scientific article; zbMATH DE number 1202831 |
Statements
A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH (English)
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10 January 1999
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quasi-maximum likelihood
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stochastic volatility
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log-GARCH models
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