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Maximum Likelihood Estimation in Nonlinear Fractional Stochastic Volatility Model

Authors :
Jaya P. N. Bishwal
Source :
Asian Research Journal of Mathematics. 6:1-11
Publication Year :
2017
Publisher :
Sciencedomain International, 2017.

Subjects

Subjects :
Nonlinear system
Stochastic volatility
Estimation theory
Constant elasticity of variance model
Maximum likelihood
Econometrics
General Medicine
Maximum likelihood sequence estimation
Mathematics

Details

ISSN :
2456477X
Volume :
6
Database :
OpenAIRE
Journal :
Asian Research Journal of Mathematics
Accession number :
edsair.doi...........a6307690a3f29ed9d2a4bbf9a92f599d
Full Text :
https://doi.org/10.9734/arjom/2017/35933
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