Maximum likelihood estimation of stochastic volatility...

Journal of Financial Economics 2007 Vol. 83; Iss. 2

Maximum likelihood estimation of stochastic volatility models

Yacine Aı¨t-Sahalia, Robert Kimmel
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Volume:
83
Year:
2007
Language:
english
Pages:
40
DOI:
10.1016/j.jfineco.2005.10.006
File:
PDF, 461 KB
english, 2007
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