本文重点讨论了广义矩估计法、马尔可夫链蒙特卡罗方法和有效矩估计法这三种各具特点的随机波动模型的参数估计方法。
In this article, three estimation methods, GMM, MCMC and EMM are studied. GMM is one of the earliest methods used in SV model and its character is simple;
后者既包括基于广义帕雷托分布（GPD）参数的极大似然估计，又包括矩法估计等。
The latter since include maximum likelihood estimate of the GPD(generalized Pareto distribution ) model parameters to still include moment estimate etc.
后者既包括基于广义帕雷托分布（GPD）参数的极大似然估计，又包括矩法估计等。
The latter since include maximum likelihood estimate of the GPD(generalized Pareto distribution ) model parameters to still include moment estimate etc.
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