Maximum likelihood estimation of stochastic volatility models
Top Cited Papers
- 1 February 2007
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 83 (2) , 413-452
- https://doi.org/10.1016/j.jfineco.2005.10.006
Abstract
No abstract availableKeywords
Funding Information
- National Science Foundation (SBR-0350772)
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