readme.ku.txt
Creators:
Siem Jan Koopman
;
Eugenie Hol Uspensky
From the dataset abstract
In this paper we present an exact maximum likelihood treatment for the estimation of a Stochastic Volatility in Mean (SVM) model based on Monte Carlo simulation methods. The SVM model...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/106528d3-bf63-4cd2-9bea-f6813f0a87ba/resource/4b5332b4-6d49-4ff5-9aff-bb527ba30f0c/download/readme.ku.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
