Estimation of stochastic volatility models via Monte Carlo maximum likelihood

Gleb Sandmann ; Siem-Jan Koopman

Year of publication:	1998
Authors:	Sandmann, Gleb
Other Persons:	Koopman, Siem Jan (contributor)
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 87.1998, 2, p. 271-301
Subject:	Schätztheorie \| Estimation theory \| Volatilität \| Volatility \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Theorie \| Theory

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