Maximum likelihood estimation of stochastic volatility models:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2004
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
10579 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 42 S. graph. Darst. |
Internformat
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| 650 | 4 | |a Stochastic processes | |
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Datensatz im Suchindex
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| id | DE-604.BV023590931 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:27Z |
| indexdate | 2024-07-09T21:25:09Z |
| institution | BVB |
| language | English |
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| physical | 42 S. graph. Darst. |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Aït-Sahalia, Yacine Verfasser (DE-588)128764465 aut Maximum likelihood estimation of stochastic volatility models Yacine Ait-Sahalia ; Robert Kimmel Cambridge, Mass. National Bureau of Economic Research 2004 42 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10579 Ökonometrisches Modell Options (Finance) Econometric models Stochastic processes Kimmel, Robert Verfasser (DE-588)129366080 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10579 (DE-604)BV002801238 10579 http://papers.nber.org/papers/w10579.pdf kostenfrei Volltext |
| spellingShingle | Aït-Sahalia, Yacine Kimmel, Robert Maximum likelihood estimation of stochastic volatility models National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Options (Finance) Econometric models Stochastic processes |
| title | Maximum likelihood estimation of stochastic volatility models |
| title_auth | Maximum likelihood estimation of stochastic volatility models |
| title_exact_search | Maximum likelihood estimation of stochastic volatility models |
| title_exact_search_txtP | Maximum likelihood estimation of stochastic volatility models |
| title_full | Maximum likelihood estimation of stochastic volatility models Yacine Ait-Sahalia ; Robert Kimmel |
| title_fullStr | Maximum likelihood estimation of stochastic volatility models Yacine Ait-Sahalia ; Robert Kimmel |
| title_full_unstemmed | Maximum likelihood estimation of stochastic volatility models Yacine Ait-Sahalia ; Robert Kimmel |
| title_short | Maximum likelihood estimation of stochastic volatility models |
| title_sort | maximum likelihood estimation of stochastic volatility models |
| topic | Ökonometrisches Modell Options (Finance) Econometric models Stochastic processes |
| topic_facet | Ökonometrisches Modell Options (Finance) Econometric models Stochastic processes |
| url | http://papers.nber.org/papers/w10579.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT aitsahaliayacine maximumlikelihoodestimationofstochasticvolatilitymodels AT kimmelrobert maximumlikelihoodestimationofstochasticvolatilitymodels |