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Maximum likelihood estimation of stochastic volatility models

✍ Scribed by Yacine Aı¨t-Sahalia; Robert Kimmel

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Quasi-maximum likelihood estimation of s

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

Numerical integration-based Gaussian mix

✍ Hiroyuki Kawakatsu 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 509 KB

Maximum likelihood estimation of the Hes

✍ Francesca Mariani; Graziella Pacelli; Francesco Zirilli 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 798 KB

Maximum likelihood estimation of stochas

✍ William H. Greene 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 249 KB

On maximum likelihood estimation of stoc

✍ Lung-Fei Lee 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 298 KB

Maximum likelihood estimation of Gaussia

✍ Çağlar Arı; Selim Aksoy; Orhan Arıkan 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 702 KB