JOURNAL ARTICLE
A Maximum Likelihood Approach for Non-Gaussian Stochastic Volatility Models
Moshe FridmanLawrence A. Harris
Year: 1998 Journal: Journal of Business and Economic Statistics Vol: 16 (3)Pages: 284-284 Publisher: Taylor & Francis
Keywords:
Stochastic volatility Econometrics Maximum likelihood Mathematics Economics Gaussian Volatility (finance) Applied mathematics Statistics Physics
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47
Cited By
0.85
FWCI (Field Weighted Citation Impact)
0
Refs
0.83
Citation Normalized Percentile
Is in top 1%
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Citation History
Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Insurance, Mortality, Demography, Risk Management
Social Sciences → Social Sciences → Demography
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