Simulated likelihood approximations for stochastic volatility models
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Scandinavian Journal of Statistics |
| Volume | 30 |
| Issue number | 2 |
| Pages (from-to) | 257-276 |
| Number of pages | 20 |
| ISSN | 0303-6898 |
| Publication status | Published - 2003 |
ID: 7863257