GARCH quasi-likelihood ratios for SV model and the diffusion limit (Q2197597)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7242399
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | GARCH quasi-likelihood ratios for SV model and the diffusion limit |
scientific article; zbMATH DE number 7242399 |
Statements
GARCH quasi-likelihood ratios for SV model and the diffusion limit (English)
0 references
1 September 2020
0 references
approximating process
0 references
financial modeling
0 references
likelihood process
0 references
stochastic differential equation
0 references
stochastic volatility
0 references
0 references
0 references
0.8478782176971436
0 references
0.783793032169342
0 references
0.7758640050888062
0 references
0.7758426070213318
0 references
