An efficient method for maximum likelihood estimation of a stochastic volatility model (Q660059)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An efficient method for maximum likelihood estimation of a stochastic volatility model |
scientific article; zbMATH DE number 6000090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient method for maximum likelihood estimation of a stochastic volatility model |
scientific article; zbMATH DE number 6000090 |
Statements
An efficient method for maximum likelihood estimation of a stochastic volatility model (English)
0 references
25 January 2012
0 references
maximum likelihood
0 references
stochastic volatility models
0 references
Laplace approximation
0 references
importance sampler
0 references
