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Maximum likelihood estimation of stochastic volatility models

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  • Ai[diaeresis]t-Sahalia, Yacine
  • Kimmel, Robert

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  • Ai[diaeresis]t-Sahalia, Yacine & Kimmel, Robert, 2007. "Maximum likelihood estimation of stochastic volatility models," Journal of Financial Economics, Elsevier, vol. 83(2), pages 413-452, February.
    • Handle: RePEc:eee:jfinec:v:83:y:2007:i:2:p:413-452
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