Maximum likelihood estimation of stochastic volatility models:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2004
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
10579 |
| Schlagwörter: | |
| Links: | http://papers.nber.org/papers/w10579.pdf |
| Umfang: | 42 S. graph. Darst. |
Internformat
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| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 10579 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Options (Finance) |x Econometric models | |
| 650 | 4 | |a Stochastic processes | |
| 700 | 1 | |a Kimmel, Robert |e Verfasser |0 (DE-588)129366080 |4 aut | |
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Datensatz im Suchindex
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| author | Aït-Sahalia, Yacine Kimmel, Robert |
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| discipline | Wirtschaftswissenschaften |
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| illustrated | Illustrated |
| indexdate | 2024-12-20T13:23:15Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016906261 |
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| physical | 42 S. graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| 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_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 |