Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Year of publication: |
1996 ; [Elektronische Ressource]
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Other Persons: | Daníelsson, Jón (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 1.1996, 1, p. 39-34
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Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Simulation | Schätztheorie | Estimation theory |
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