Quasi-maximum likelihood estimation for multiple volatility shifts (Q2452776)
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scientific article; zbMATH DE number 6301004
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quasi-maximum likelihood estimation for multiple volatility shifts |
scientific article; zbMATH DE number 6301004 |
Statements
Quasi-maximum likelihood estimation for multiple volatility shifts (English)
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5 June 2014
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volatility shifts
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change point analysis
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quasi-maximum likelihood estimation
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0.9430902
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0.89377874
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0.89268583
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0.8889912
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