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Estimation of Stochastic Volatility Models by Simulated Maximum Likelihood Method
Estimation of Stochastic Volatility Models by Simulated Maximum Likelihood Method The Stochastic Volatility, SV, model is used for capturing the empirical properties of financial time series.- Authors: EUNJI CHOI
- Date: Jan 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments