✦ LIBER ✦

Maximum likelihood estimation of non-affine volatility processes

✍ Scribed by Kyriakos Chourdakis; George Dotsis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Maximum likelihood estimation of stochas

✍ Yacine Aı¨t-Sahalia; Robert Kimmel 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 461 KB

Non-Markovian maximum likelihood estimat

✍ Fleming, Christen H.; Calabrese, Justin M.; Mueller, Thomas; Olson, Kirk A.; Lei 📂 Article 📅 2014 🏛 Wiley (Blackwell Publishing) 🌐 English ⚖ 797 KB

Quasi-maximum likelihood estimation of s

✍ Esther Ruiz 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 905 KB

Quasi-maximum likelihood estimation for

✍ Kim, Moosup; Lee, Taewook; Noh, Jungsik; Baek, Changryong 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 512 KB

Maximum likelihood estimation for Markov

✍ B. L. S. Prakasa Rao 📂 Article 📅 1972 🏛 Springer Japan 🌐 English ⚖ 536 KB

Maximum likelihood estimation for nearly

✍ Rong-Mao Zhang; Ngai Hang Chan 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 453 KB