A maximum likelihood approach for non-Gaussian stochastic volatility models

No abstract is available for this paper.

• Publication year

  1998

• Venue

  Journal of Business & Economic Statistics

• Publication date

  1998-07-01

• Fields of study

  Mathematics, Economics

• Identifiers
  DOI 10.1080/07350015.1998.10524767
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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