scientific article; zbMATH DE number 7266816

DOI10.16366/j.cnki.1000-2367.2020.03.002zbMath1463.62054MaRDI QIDQ5127702

Limin Liu, Mengran Wan

Publication date: 27 October 2020

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum likelihood estimationstochastic volatilityLM method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Stochastic models in economics (91B70) Jump processes on general state spaces (60J76)

This page was built for publication: