Asymmetric Stochastic Volatility Models

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Alternative Asymmetric Stochastic Volatility Models

Alternative Asymmetric Stochastic Volatility Models
Author :
Publisher :
Total Pages : 25
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ISBN-10 : OCLC:720107822
ISBN-13 :
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Book Synopsis Alternative Asymmetric Stochastic Volatility Models by : Manabu Asai

Download or read book Alternative Asymmetric Stochastic Volatility Models written by Manabu Asai and published by . This book was released on 2010 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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Linear filtering techniques are used to develop a quasi maximum likelihood estimator for asymmetric stochastic volatility models. The estimator is straightforwa
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