Maximum likelihood estimation of stochastic volatility models
By: by G Sandmann and S J Koopmann.
Contributors: Koopman, S J.; LSE Financial Markets Group.; Economic and Social Research Council.
Series: Discussion paper / LSE Financial Markets Group -- no.248; Discussion paper (LSE Financial Markets Group) -- no.248.
Publisher: London School of Economics, Financial Markets Group
Published: 1996
Place of publication: London
Language: eng