A hybrid data cloning maximum likelihood estimator for stochastic volatility models (Q1695565)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid data cloning maximum likelihood estimator for stochastic volatility models |
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A hybrid data cloning maximum likelihood estimator for stochastic volatility models (English)
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7 February 2018
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stochastic volatility
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data cloning
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maximum likelihood
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MCMC
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Laplace approximations
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