State-space stochastic volatility models: A review of estimation algorithms (Q4258939)
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scientific article; zbMATH DE number 1337321
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| English | State-space stochastic volatility models: A review of estimation algorithms |
scientific article; zbMATH DE number 1337321 |
Statements
15 September 1999
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stochastic volatility
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linear and nonlinear state space representations
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simulation techniques
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generalized bilinear stochastic volatility processes
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estimation algorithms
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State-space stochastic volatility models: A review of estimation algorithms (English)
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0.8227142095565796
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0.817085862159729
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0.8135508894920349
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0.809294581413269
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