Exact maximum likelihood and Bayesian estimation of the stochastic volatility model
Anderson C. O. Motta; Luiz K. Hotta
| Year of publication: |
2003
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|---|---|
| Authors: | Motta, Anderson C. O. ; Hotta, Luiz K. |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 23.2003, 2, p. 183-226
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| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Aktienindex | Stock index | Theorie | Theory | Brasilien | Brazil | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in portug. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002091175