Simulated Likelihood Approximations for Stochastic Volatility Models (Q4828198)

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scientific article; zbMATH DE number 2118806
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Simulated Likelihood Approximations for Stochastic Volatility Models
scientific article; zbMATH DE number 2118806

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    Simulated Likelihood Approximations for Stochastic Volatility Models (English)
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    24 November 2004
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    approximate likelihood
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    Cox-Ingersoll-Ross process
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    discrete-time observations
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    stochastic volatility models
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