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~isPartOf:"Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A"
~person:"Dufour, Jean-Marie"
~person:"Tsionas, Efthymios G."
~person:"Zhang, Xibin"
~subject:"Bayesian inference"
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Tsionas, Efthymios G.
Zhang, Xibin
Ahsan, Nazmul
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
European journal of operational research : EJOR
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A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
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Dufour, Jean-Marie
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2019
Persistent link: https://www.econbiz.de/10012244154
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