Inference methods for stochastic volatility models (Q5401953)
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scientific article; zbMATH DE number 6268517
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference methods for stochastic volatility models |
scientific article; zbMATH DE number 6268517 |
Statements
Inference methods for stochastic volatility models (English)
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12 March 2014
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generalized least squares
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Kalman filter
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