Simulated likelihood approximations for stochastic volatility models

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

12 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Scandinavian Journal of Statistics
Vol/bind	30
Udgave nummer	2
Sider (fra-til)	257-276
Antal sider	20
ISSN	0303-6898
Status	Udgivet - 2003

Deltog i konferencen "Dynstoch 2003), Helsinki, 22-24. maj 2003

Biblioteksadgang?

@article{bb7c1de0a1bc11ddb6ae000ea68e967b,

title = "Simulated likelihood approximations for stochastic volatility models",

author = "Helle S{\o}rensen",

note = "Deltog i konferencen {"}Dynstoch 2003), Helsinki, 22-24. maj 2003",

year = "2003",

language = "English",

volume = "30",

pages = "257--276",

journal = "Scandinavian Journal of Statistics",

issn = "0303-6898",

publisher = "Wiley-Blackwell",

number = "2",

}