Likelihood-based inference for asymmetric stochastic volatility models
type: Item
instance of: scholarly article
title: Likelihood-based inference for asymmetric stochastic volatility models
zbMATH Open document ID: 1429.62652
DOI: 10.1016/S0167-9473(02)00215-3
author: B. E. Eshmatov
published in: Computational Statistics and Data Analysis
publication date: 2008-11-04T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5361786
zbMATH Keywords: high-dimensional integral
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: quadrature
MaRDI profile type: Publication
cites work: Maximum likelihood estimation of a latent variable time-series model
cites work: Q5445942
full work available at URL: s0167-9473(02)00215-3
OpenAlex ID: W1979582705
description: scientific article; zbMATH DE number 5361786