## Abstract Recently, Fridman and Harris proposed a method which allows one to approximate the likelihood of the basic stochastic volatility model. They also propose to estimate the parameters of such a model maximising the approximate likelihood by an algorithm which makes use of numerical derivat
โฆ LIBER โฆ
A latent-variable causal model of faculty reputational ratings
โ Scribed by Suzanne King; Lee M. Wolfle
- Publisher
- Springer
- Year
- 1987
- Tongue
- English
- Weight
- 431 KB
- Volume
- 27
- Category
- Article
- ISSN
- 0361-0365
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Maximum likelihood estimation of a laten
โ
Francesco Bartolucci; Giovanni De Luca
๐
Article
๐
2001
๐
John Wiley and Sons
๐
English
โ 110 KB
๐ 2 views
Interpretation of regression coefficient
โ
Alison J. Burnham; John F. MacGregor; Roman Viveros
๐
Article
๐
2001
๐
John Wiley and Sons
๐
English
โ 256 KB
๐ 2 views
Productive efficiency of French grain pr
โ
Marc Ivaldi; Isabelle Perrigne; Michel Simioni
๐
Article
๐
1994
๐
Springer
๐
English
โ 850 KB
A latent variable model of the Family-of
โ
Christopher M. Manley; Phillip K. Wood; H. Russell Searight; Linda J. Skitka; J.
๐
Article
๐
1994
๐
Springer US
๐
English
โ 983 KB
A latent factor model of European exchan
โ
Annika Alexius; Peter Sellin
๐
Article
๐
1999
๐
John Wiley and Sons
๐
English
โ 157 KB
๐ 1 views
The floating of a number of European currencies in 1992 -1993 created a new body of data on foreign exchange risk premia, or deviations from uncovered interest rate parity (UIP). In this paper, excess returns to investments in SEK, NOK, FIM, GBP, ITL and ESP against the DEM are investigated. First,
Latent variable models for the measureme
โ
Antonietta Curci
๐
Article
๐
2005
๐
John Wiley and Sons
๐
English
โ 130 KB
๐ 2 views