Estimation of stochastic volatility models via Monte Carlo maximum likelihood
| Year of publication: |
1998
|
|---|---|
| Authors: | Sandmann, Gleb ; Koopman, Siem Jan |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 87.1998, 2, p. 271-301
|
| Publisher: |
Elsevier |