Cover image not available

Maximum likelihood estimation of stochastic volatility models

Gleb Sandmann

Publication Data

Title Maximum likelihood estimation of stochastic volatility models
Author Gleb Sandmann
Contributors Siem Jan Koopman, Siem Jan Koopman
Publisher London School of Economics
Publication date 1996
Publication location London
Language English

Topics

Monte Carlo method
Kalman filtering
Parameter estimation

Catalogue Data

OBNB ID GB9822786
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 40 p.
P1042 Includes bibliographical references.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

Maximum likelihood estimation of stochastic volatility models by Gleb Sandmann. Published by London School of Economics in 1996. Publication and catalogue information, links to buy online and reader comments.

obnb.uk is a Good Stuff website.