Title of article
Maximum likelihood estimation of stochastic volatility models
Author/Authors
Yacine A?¨t-Sahalia، نويسنده , , Robert Kimmel، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
40
From page
413
To page
452
Keywords
CEV model , Heston model , GARCH model , Volatility proxies , Closed-form likelihood expansions
Journal title
Journal of Financial Economics
Serial Year
2007
Journal title
Journal of Financial Economics
Record number
257896
Link To Document