An efficient method for maximum likelihood estimation of a stochastic volatility model (Q660059)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient method for maximum likelihood estimation of a stochastic volatility model |
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An efficient method for maximum likelihood estimation of a stochastic volatility model (English)
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25 January 2012
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maximum likelihood
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stochastic volatility models
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Laplace approximation
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importance sampler
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