Stochastic volatility in asset prices estimation with simulated maximum likelihood
Work
Year: 1994
Type: article
Source: Journal of Econometrics
Author Jón Danı́elsson
Institution University of Iceland
Cites: 43
Cited by: 405
Related to: 10
FWCI: 16.54
Citation percentile (by year/subfield): 98.73
Subfield: Finance
Domain: Social Sciences
Open Access status: closed