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Estimation of Stochastic Volatility Models by Simulated Maximum Likelihood Method
considered as a function of ρ(1). Liesenfeld and Jung (2000) shows using an empirical study that the SV-t model ... Aug. 1996 28 Aug. 1998 29 Aug. 2001 29 Aug. 2003 2000 2500 3000 3500 4000 4500 5000 5500 6000 ...- Authors: EUNJI CHOI
- Date: Jan 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments