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Maximum likelihood estimation of stochastic volatility models Author info | Abstract | Publisher info | Download info | Related research | Statistics Ai[diaeresis]t-Sahalia, Yacine
Kimmel, Robert
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Article provided by Elsevier in its journal Journal of Financial Economics .
Volume (Year): 83 (2007)
Issue (Month): 2 (February)
Pages: 413-452
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Handle: RePEc:eee:jfinec:v:83:y:2007:i:2:p:413-452Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576
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Ait-Sahalia, Yacine & Kimmel, Robert L., 2008.
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Kleppe, Tore Selland & Skaug, Hans J., 2008.
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