A semiparametric stochastic volatility model (Q738174)
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scientific article; zbMATH DE number 6617076
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A semiparametric stochastic volatility model |
scientific article; zbMATH DE number 6617076 |
Statements
A semiparametric stochastic volatility model (English)
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15 August 2016
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leverage effect
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simulated maximum likelihood
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Laplace approximation
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spline
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0.9554548
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0.94480586
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0.93871737
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0.9349519
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0.92834437
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0.9261844
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0.91901135
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0.91775626
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