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~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"NBER Working Paper"
~isPartOf:"WPg : Kompetenz schafft Vertrauen"
~person:"Ait-Sahalia, Yacine"
~subject:"Volatilität"
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Maximum Likelihood
Estimation
of Stochastic Volatility Models
Ait-Sahalia, Yacine
-
2009
We develop and implement a new method for maximum likelihood
estimation
in closed-form of stochastic volatility models …
Persistent link: https://www.econbiz.de/10012767654
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