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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 87.1998, 2, p. 271-302
|