期刊文献+

随机波动模型估计方法研究进展

Advances in Estimation of Stochastic Volatility Models
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摘要 本文对随机波动模型估计方法取得的进展进行了综述与简评 ,并提出了今后值得研究的一些相关问题。 The paper reviews and comments on the advances in Estimation of stochastic Volatility Models and puts forward several questions that call for great attention.
出处 《山东轻工业学院学报(自然科学版)》 CAS 2001年第2期74-78,共5页 Journal of Shandong Polytechnic University
关键词 金融收益 研究进展 随机波动模型估计方法 金融计量学 SV model simulation method likelihood function
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参考文献10

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