A hybrid data cloning maximum likelihood estimator for stochastic volatility models (Q1695565)
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scientific article; zbMATH DE number 6835813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid data cloning maximum likelihood estimator for stochastic volatility models |
scientific article; zbMATH DE number 6835813 |
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A hybrid data cloning maximum likelihood estimator for stochastic volatility models (English)
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7 February 2018
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stochastic volatility
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data cloning
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maximum likelihood
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MCMC
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Laplace approximations
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0.9091456
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0.89790624
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0.8857461
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0.8816258
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0.8804825
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