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Mathematical finance / Bayesian statistics / Maximum likelihood / Expectation–maximization algorithm / Likelihood-ratio test / Stochastic volatility / Autoregressive conditional heteroskedasticity / Likelihood function / Statistics / Estimation theory / Statistical theory


Estimation of affine term structure models with spanned or unspanned stochastic volatility
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Document Date: 2015-01-12 11:52:18

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File Size: 858,30 KB

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