|
|
|
|
|
Omar Abbara,Mauricio Zevallos
Pág. 22 - 32
The paper assesses the method proposed by Shumway and Stoffer (2006, Chapter 6, Section 10) to estimate the parameters and volatility of stochastic volatility models. First, the paper presents a Monte Carlo evaluation of the parameter estimates consideri...
ver más
|
|
|
|
|