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~person:"Gribisch, Bastian"
~subject:"Efficient Importance Sampling"
~subject:"Importance Sampling"
~subject:"Maximum likelihood estimation"
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Efficient Importance Sampling
Importance Sampling
Maximum likelihood estimation
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efficient importance sampling
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Gribisch, Bastian
Monteiro, André A.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Estimating stochastic volatility models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
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