Estimation of stochastic volatility models via Monte Carlo maximum likelihood

Gleb Sandmann, Siem Jan Koopman*

*Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-review

Fingerprint

Dive into the research topics of 'Estimation of stochastic volatility models via Monte Carlo maximum likelihood'. Together they form a unique fingerprint.

Mathematics

Business & Economics

Engineering & Materials Science