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Econometric Society 2004 Far Eastern Meetings
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Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space
Shimada, Junji
;
Tsukuda, Yoshihiko
-
Econometric Society
-
2004
) method to the
nonlinear
state
space
representation
, and to show that the LA method is workable for estimating the SV models …
Persistent link: https://www.econbiz.de/10005702767
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