Iterative QML estimation for asymmetric stochastic volatility models
type: Item
instance of: scholarly article
title: Iterative QML estimation for asymmetric stochastic volatility models
author: Paolo Chirico
published in: Statistical Methods and Applications
publication date: 2024-09-02T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7905235
zbMATH Keywords: asymmetric stochastic volatility
zbMATH Keywords: leverage effect
zbMATH Keywords: iterative quasi maximum likelihood
MaRDI profile type: Publication
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DOI: 10.1007/S10260-024-00747-Z
description: scientific article; zbMATH DE number 7905235