Open AccessMaximum Likelihood Estimation of Stochastic Volatility Models
Author(s) -
Yacine Aı̈t-Sahalia,
Robert L. Kimmel
Publication year - 2004
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w10579
Subject(s) - stochastic volatility , econometrics , maximum likelihood , estimation , volatility (finance) , mathematics , computer science , statistics , economics , management