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

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