readme.ku.txt
Creators:
Siem Jan Koopman
;
Eugenie Hol Uspensky
From the dataset abstract
In this paper we present an exact maximum likelihood treatment for the estimation of a Stochastic Volatility in Mean (SVM) model based on Monte Carlo simulation methods. The SVM model...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/d757a387-8aa1-4a97-9d98-c7d7a08b6761/resource/a6f77f8c-b3c7-4582-ab6f-733e92b897af/download/readme.ku.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
