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subject:"Volatility"
~person:"Koopman, Siem Jan"
~person:"Lechner, Michael"
~subject:"Importance sampling"
~subject:"Monte Carlo simulation"
~subject:"consistency"
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Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000953379
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