Lawrence Harris
Biographic Data
| ID | 3715228 |
|---|---|
| NAME | Lawrence Harris |
| GIVEN NAMES | Lawrence |
| FAMILY NAME | Harris |
| SIGNATURE | HARRIS L |
| AFFILIATIONS | University of Southern California |
| VERIFIED | No |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 1 |
| WORKS AS AUTHOR | 4 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1910 |
| LATEST PUBLICATION YEAR | 1998 |
| H-INDEX | 1 |
A Maximum Likelihood Approach for Non-Gaussian Stochastic Volatility Models
A maximum likelihood approach for the analysis of stochastic volatility models is developed. The method uses a recursive numerical integration procedure that directly calculates the marginal likelihood. Only conventional integration techniques are used, making this approach both flexible and simple. Experimentation shows that the method matches the performance of the best estimation tools currently in use. New stochastic volatility models are int…
Capitalism and Catastrophe
With Mulai Hafid at Fez
With Mulai Hafid at Fez
With Mulai Hafid at Fez
With Mulai Hafid at Fez
Capitalism and Catastrophe
A Maximum Likelihood Approach for Non-Gaussian Stochastic Volatility Models
A maximum likelihood approach for the analysis of stochastic volatility models is developed. The method uses a recursive numerical integration procedure that directly calculates the marginal likelihood. Only conventional integration techniques are used, making this approach both flexible and simple. Experimentation shows that the method matches the performance of the best estimation tools currently in use. New stochastic volatility models are int…
Islamic Studies and History (2 works) · Islamic Thought and Society Studies (2 works) · Medieval and Classical Philosophy (2 works) · Psychology (2 works) · Autoregressive model (1 work) · Capitalism (1 work) · Communication (1 work) · Complex Systems and Time Series Analysis (1 work) · Computer Science (1 work) · Constant elasticity of variance model (1 work)