Maximum likelihood estimation of stochastic volatility models
by G. Sandmann and S. J. Koopman
| Year of publication: |
1996
|
|---|---|
| Authors: | Sandmann, Gleb ; Koopman, Siem Jan |
| Publisher: |
London |
| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Extent: | 40 S. graph. Darst. |
|---|---|
| Series: | Discussion paper series / LSE Financial Markets Group. - London, ISSN 0956-8549, ZDB-ID 2202548-0. - Vol. 248 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000953379