Exact maximum likelihood and Bayesian estimation of the stochastic volatility model
Anderson C. O. Motta; Luiz K. Hotta
| Year of publication: |
2003
|
|---|---|
| Authors: | Motta, Anderson C. O. ; Hotta, Luiz K. |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro, ISSN 1980-2447, ZDB-ID 21251873. - Vol. 23.2003, 2, p. 183-226
|
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Zsfassung in portug. Sprache |
| Source: |
Persistent link: https://www.econbiz.de/10009084430