Pages that link to "Item:Q2888198"
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The following pages link to An empirical analysis of simulated maximum likelihood in the stochastic volatility model (Q2888198):
Displaying 8 items.
- Simulated likelihood inference for stochastic volatility models using continuous particle filtering (Q457263) (← links)
- An efficient method for maximum likelihood estimation of a stochastic volatility model (Q660059) (← links)
- A hybrid data cloning maximum likelihood estimator for stochastic volatility models (Q1695565) (← links)
- Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models (Q2148604) (← links)
- Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (Q2350371) (← links)
- A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583) (← links)
- (Q3368189) (← links)
- Simulated Likelihood Approximations for Stochastic Volatility Models (Q4828198) (← links)
