Iterative QML estimation for asymmetric stochastic volatility models (Q6596731)
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scientific article; zbMATH DE number 7905235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative QML estimation for asymmetric stochastic volatility models |
scientific article; zbMATH DE number 7905235 |
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Iterative QML estimation for asymmetric stochastic volatility models (English)
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2 September 2024
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asymmetric stochastic volatility
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leverage effect
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iterative quasi maximum likelihood
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