Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand (Q5128932)
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scientific article; zbMATH DE number 7265811
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| English | Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand |
scientific article; zbMATH DE number 7265811 |
Statements
Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand (English)
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26 October 2020
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exchange rates
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quasi-maximum-likelihood estimation
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Kalman filter
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stochastic volatility
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adaptive filtering
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0.7901901006698608
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0.7901901006698608
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