Maximum Likelihood Estimation of Stochastic Volatility Models
Year of publication: |
[2009]
|
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Authors: | Ait-Sahalia, Yacine |
Other Persons: | Kimmel, Robert L. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Schätztheorie | Estimation theory | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (44 p) |
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Series: | NBER Working Paper ; No. w10579 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2004 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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