Simulated likelihood inference for stochastic volatility models using continuous particle filtering (Q457263)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulated likelihood inference for stochastic volatility models using continuous particle filtering |
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Simulated likelihood inference for stochastic volatility models using continuous particle filtering (English)
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26 September 2014
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stochastic volatility
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particle filter
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simulated likelihood
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state space
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leverage effect
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jumps
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