Stochastic volatility in asset prices estimation with simulated maximum likelihood

Journal of Econometrics

Volumn 64, Issue 1-2, 1994, Pages 375-400

  Danielsson, Jon ^a  

^a UNIVERSITY OF ICELAND   (Iceland)

Author keywords

Acceleration; ARCH; Monte Carlo integration; Simulated maximum likelihood; Stochastic volatility

Indexed keywords

EID: 43949160158     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)90070-1     Document Type: Article

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