Stochastic volatility in asset prices. Estimation with simulated maximum likelihood

DOI10.1016/0304-4076(94)90070-1zbMath0825.62953OpenAlexW2117999380MaRDI QIDQ1341202

Jón Daníelsson

Publication date: 28 November 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90070-1

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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