Student‐t stochastic volatility model with composite likelihood EM‐algorithm (Q6135337)
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scientific article; zbMATH DE number 7731464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Student‐t stochastic volatility model with composite likelihood EM‐algorithm |
scientific article; zbMATH DE number 7731464 |
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Student‐t stochastic volatility model with composite likelihood EM‐algorithm (English)
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24 August 2023
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composite likelihood estimation
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EM-algorithm
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exchange-traded funds
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quantitative trading strategies
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stochastic volatility models
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robustness
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