A Maximum Likelihood Approach for Non-Gaussian Stochastic Volatility Models
| Year of publication: |
1998
|
|---|---|
| Authors: | Fridman, Moshe ; Harris, Lawrence |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 16.1998, 3, p. 284-291
|