Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation
Econometrics and Statistics, Volume 13, January 2020, Pages 84-105
Author(s):
School of Finance, Zhongnan University of Economics and Law
EDHEC Business School
Department of Statistics and Instituto Flores de Lemus, Universidad Carlos III de Madrid
BRU-UNIDE
Econometrics and Statistics, Volume 13, January 2020, Pages 84-105
| Type: | Academic publication |
|---|---|
| Date: | le 02/01/2020 |
| Research Cluster : | |
| Source : | Econometrics and Statistics |
See Also
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Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 10 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
