An efficient method for maximum likelihood estimation of a stochastic volatility model (Q660059)
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scientific article; zbMATH DE number 6000090
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| default for all languages | No label defined |
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| English | An efficient method for maximum likelihood estimation of a stochastic volatility model |
scientific article; zbMATH DE number 6000090 |
Statements
An efficient method for maximum likelihood estimation of a stochastic volatility model (English)
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25 January 2012
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maximum likelihood
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stochastic volatility models
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Laplace approximation
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importance sampler
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0.8723922967910767
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0.845252275466919
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0.8367382884025574
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