Estimating stochastic volatility models using integrated nested Laplace approximations
| Year of publication: |
2011
|
|---|---|
| Authors: | Martino, Sara ; Aas, Kjersti ; Lindqvist, Ola ; Neef, Linda R. ; Rue, Hvard |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 17.2011, 7 (1.8.), p. 487-504
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