Likelihood-based inference for asymmetric stochastic volatility models (Q951880)
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scientific article; zbMATH DE number 5361786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-based inference for asymmetric stochastic volatility models |
scientific article; zbMATH DE number 5361786 |
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Likelihood-based inference for asymmetric stochastic volatility models (English)
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4 November 2008
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high-dimensional integral
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maximum likelihood estimation
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quadrature
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