Filtering and identification of parabolic type factor model with stochastic volatility (Q3582844)
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scientific article; zbMATH DE number 5774622
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| English | Filtering and identification of parabolic type factor model with stochastic volatility |
scientific article; zbMATH DE number 5774622 |
Statements
24 August 2010
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estimation
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parabolic type infinite-dimensional factor model
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stochastic volatility
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filtering
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identification
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maximum likelihood
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0.7726372480392456
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0.7614523768424988
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0.7599980235099792
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0.7526379823684692
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0.7501537203788757
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