Stochastic volatility: likelihood inference and comparison with ARCH models (Q3374316)
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 5010686
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic volatility: likelihood inference and comparison with ARCH models |
scientific article; zbMATH DE number 5010686 |
Statements
9 March 2006
0 references
1.0000001192092896
0 references
0.8838204741477966
0 references
0.8795050382614136
0 references
0.869112491607666
0 references
