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Maximum Likelihood Estimation of Stochastic Volatility Models
Resource type
Authors/contributors
- Ai[diaeresis]t-Sahalia, Yacine (Author)
- Kimmel, Robert (Author)
Title
Maximum Likelihood Estimation of Stochastic Volatility Models
Publication
Journal of Financial Economics
Volume
83
Issue
2
Pages
413-452
Date
2007
Citation
Ai[diaeresis]t-Sahalia, Y., & Kimmel, R. (2007). Maximum Likelihood Estimation of Stochastic Volatility Models. Journal of Financial Economics, 83, 413–452.
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