Estimation of stochastic volatility models via Monte Carlo...

Estimation of stochastic volatility models via Monte Carlo maximum likelihood

Gleb Sandmann, Siem Jan Koopman
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Volume:
87
Year:
1998
Language:
english
Pages:
31
DOI:
10.1016/s0304-4076(98)00016-5
File:
PDF, 286 KB
english, 1998
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