Stochastic volatility in asset prices : estimation with simulated maximum likelihood
Year of publication: |
1994
|
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Authors: | Daníelsson, Jón |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 64.1994, 1, p. 375-400
|
Subject: | Börsenkurs | Share price | Schätztheorie | Estimation theory | Simulation | USA | United States | 1980-1987 |
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