Exact likelihood for inverse gamma stochastic volatility models
by Roberto Leon-Gonzalez, Blessings Majoni
| Year of publication: |
July 2023
|
|---|---|
| Authors: | Leon-Gonzalez, Roberto ; Majoni, Blessings |
| Publisher: |
Tokyo, Japan : National Graduate Institute for Policy Studies |
| Subject: | Hypergeometric Function | Particle Filter | Parallel Computing | Euler Acceleration | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
|---|---|
| Series: | GRIPS discussion papers. - Tokyo, ZDB-ID 2543335-0. - Vol. 23, 7 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.24545/0002000003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014330018