A Note on Efficient Fitting of Stochastic Volatility Models
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Publication:4997694
DOI10.1111/jtsa.12561zbMath1468.62337OpenAlexW3089147478MaRDI QIDQ4997694
Publication date: 30 June 2021
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12561
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Stochastic approximation (62L20)
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Cites Work
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