most citedMaximum likelihood approach for several stochastic volatility models

2 citations · 2 across the 1 of their papers we have counts for

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q-fin.CP2012★ 2 cited

Maximum likelihood approach for several stochastic volatility models

Jordi Camprodon, Josep Perelló

Volatility measures the amplitude of price fluctuations. Despite it is one of the most important quantities in finance, volatility is not directly observable. Here we apply a maxim…