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An Estimation Method For Markov Regime Switching Stochastic Volatility Model Using Approximated EM Algorithm

  • Kim, Hong Yang
제목
An Estimation Method For Markov Regime Switching Stochastic Volatility Model Using Approximated EM Algorithm
저자
Kim, Hong Yang
학회명
한국자료분석학회 2006년도 추계 학술논문 발표대회 논문발표
개최지
고려대학교 서창캠퍼스
학회 개최일
2006-10-20 ~ 2006-10-21

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