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Maximum likelihood estimation of stochastic volatility models / by G. Sandmann and S.J. Koopman.
- Format:
- Book
- Author/Creator:
- Sandmann, Gleb.
- Series:
- LSE Financial Markets Group discussion paper series ; no. 248.
- LSE health and social care discussion paper
- Language:
- English
- Subjects (All):
- Time-series analysis.
- Mathematical models.
- Physical Description:
- 40 pages ; 30 cm.
- Place of Publication:
- London : LSE Financial Markets Group, [1996]
- Notes:
- Includes bibliographical references (pages 38-40).
- "October 1996."
- OCLC:
- 36668800
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