多元可实现波动率模型的无限制最大似然估计

{"title":"多元可实现波动率模型的无限制最大似然估计","authors":"Jan P. Vogler, Vasyl Golosnoy","doi":"10.2139/ssrn.4077801","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":11868,"journal":{"name":"Eur. J. Oper. Res.","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2022-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Unrestricted maximum likelihood estimation of multivariate realized volatility models\",\"authors\":\"Jan P. Vogler, Vasyl Golosnoy\",\"doi\":\"10.2139/ssrn.4077801\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":11868,\"journal\":{\"name\":\"Eur. J. Oper. Res.\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-05-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Eur. J. Oper. Res.\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.4077801\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Eur. J. Oper. Res.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.4077801","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}