Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation (Q5460717)
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scientific article; zbMATH DE number 2187542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation |
scientific article; zbMATH DE number 2187542 |
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Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation (English)
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18 July 2005
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Laplace approximation
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nonlinear state space representation
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stochastic volatility
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