Univariate and multivariate stochastic volatility models : estimation and diagnostics
Year of publication: |
2003
|
---|---|
Authors: | Liesenfeld, Roman ; Richard, Jean-François |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 10.2003, 4, p. 505-531
|
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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